+11.3%
TSEM vs BBWI
+911.5%
-900.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +7.3% |
| 7D | +6.9% | +1.5% | +5.4% | +6.6% |
| 30D | +5.3% | -5.2% | +10.5% | +6.0% |
| 3M | -14.9% | +11.1% | -26.0% | -17.7% |
| 6M | +80.0% | -13.4% | +93.4% | +81.8% |
| YTD | +89.4% | +0.1% | +89.3% | +84.4% |
| 1Y | +253.1% | -36.1% | +289.2% | +273.8% |
| 3Y | +642.1% | -44.1% | +686.2% | +683.5% |
| 5Y | +659.1% | -66.2% | +725.3% | +751.5% |
| 10Y | +1,291.4% | -54.8% | +1,346.1% | +1,171.7% |
| All | +11.3% | +911.5% | -900.2% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling