+48.2%
TSEM vs BBWI
+0.1%
+48.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.1% |
| 7D | +7.0% | +0.1% | +6.8% | +7.0% |
| 30D | -29.8% | +12.9% | -42.6% | -30.8% |
| 3M | -41.9% | +16.0% | -57.9% | -43.2% |
| 6M | -45.8% | +16.6% | -62.4% | -47.7% |
| YTD | +25.1% | +9.7% | +15.4% | +20.4% |
| 1Y | +48.2% | +1.5% | +46.7% | +44.3% |
| All | +48.2% | +0.1% | +48.1% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling