+283.0%
TSM vs BROS
+43.3%
+239.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.7% |
| 7D | +2.7% | -6.7% | +9.4% | +3.8% |
| 30D | +3.6% | -29.1% | +32.7% | +8.7% |
| 3M | -3.4% | -16.7% | +13.3% | -1.5% |
| 6M | +20.6% | -11.6% | +32.2% | +21.6% |
| YTD | +41.9% | -23.9% | +65.8% | +45.8% |
| 1Y | +84.4% | -34.8% | +119.2% | +92.9% |
| 3Y | +380.2% | +62.1% | +318.1% | +330.0% |
| All | +283.0% | +43.3% | +239.6% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling