+35.7%
TSM vs BROS
-35.4%
+71.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.4% |
| 7D | -2.1% | -19.0% | +17.0% | +2.2% |
| 30D | -12.5% | -7.3% | -5.3% | -10.7% |
| 3M | -5.0% | -31.2% | +26.2% | +1.9% |
| 6M | -3.2% | -33.0% | +29.8% | +0.8% |
| YTD | +31.5% | -42.4% | +73.8% | +36.8% |
| 1Y | +35.7% | -37.7% | +73.4% | +41.3% |
| All | +35.7% | -35.4% | +71.1% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling