+245.7%
TSM vs BROS
-47.0%
+292.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +2.3% |
| 7D | -2.5% | -17.9% | +15.4% | +0.9% |
| 30D | -14.3% | -5.4% | -8.9% | -13.5% |
| 3M | -7.2% | -32.1% | +24.8% | -1.1% |
| 6M | -5.1% | -31.7% | +26.6% | 0.0% |
| YTD | +28.9% | -41.2% | +70.1% | +38.8% |
| 1Y | +37.1% | -32.6% | +69.7% | +43.8% |
| 3Y | +341.5% | +32.7% | +308.8% | +297.8% |
| 5Y | +245.7% | -44.2% | +289.9% | +224.7% |
| All | +245.7% | -47.0% | +292.7% | +224.7% |
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