+255.0%
TSM vs BROS
+8.6%
+246.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.3% |
| 7D | -2.1% | -19.0% | +17.0% | +1.2% |
| 30D | -12.5% | -7.3% | -5.3% | -11.6% |
| 3M | -5.0% | -31.2% | +26.2% | +0.3% |
| 6M | -3.2% | -33.0% | +29.8% | +1.7% |
| YTD | +31.5% | -42.4% | +73.8% | +40.8% |
| 1Y | +35.7% | -37.7% | +73.4% | +43.3% |
| 3Y | +323.5% | +28.2% | +295.3% | +293.5% |
| 5Y | +263.4% | -43.4% | +306.7% | +248.1% |
| All | +255.0% | +8.6% | +246.4% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling