+655.9%
TSEM vs BBWI
-66.7%
+722.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.6% |
| 7D | +10.4% | +1.6% | +8.9% | +10.1% |
| 30D | -12.9% | -6.2% | -6.7% | -12.2% |
| 3M | -9.2% | +4.3% | -13.5% | -10.9% |
| 6M | +98.8% | -7.2% | +105.9% | +97.9% |
| YTD | +87.2% | -3.0% | +90.2% | +83.7% |
| 1Y | +239.0% | -30.8% | +269.7% | +252.5% |
| 3Y | +679.5% | -43.4% | +722.9% | +719.3% |
| All | +655.9% | -66.7% | +722.6% | +816.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling