+292.0%
TSM vs BROS
+41.2%
+250.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +6.0% | -0.9% | +7.0% | +6.2% |
| 30D | +4.5% | -13.5% | +18.0% | +6.7% |
| 3M | +3.1% | -18.4% | +21.5% | +5.4% |
| 6M | +30.2% | -10.6% | +40.8% | +31.0% |
| YTD | +45.2% | -25.1% | +70.3% | +49.6% |
| 1Y | +79.6% | -28.6% | +108.2% | +85.5% |
| 3Y | +411.0% | +65.6% | +345.4% | +356.6% |
| All | +292.0% | +41.2% | +250.8% | +257.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling