+1,259.9%
TSEM vs BBWI
-57.7%
+1,317.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.7% |
| 7D | +0.9% | -8.0% | +8.9% | +2.3% |
| 30D | -16.6% | -6.6% | -10.0% | -16.0% |
| 3M | -10.9% | -2.7% | -8.2% | -11.4% |
| 6M | +78.0% | -12.8% | +90.8% | +79.1% |
| YTD | +77.2% | -10.5% | +87.7% | +76.8% |
| 1Y | +207.6% | -35.3% | +242.9% | +220.9% |
| 3Y | +637.8% | -47.7% | +685.6% | +678.8% |
| 5Y | +617.0% | -68.9% | +685.9% | +693.3% |
| All | +1,259.9% | -57.7% | +1,317.6% | +1,238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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