+80.5%
TSEM vs BWA
+17.4%
+63.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.5% | -6.2% | -6.9% |
| 7D | -23.1% | -9.9% | -13.2% | -17.0% |
| 30D | -40.4% | -16.4% | -24.0% | -32.0% |
| 3M | -37.9% | -19.8% | -18.0% | -27.0% |
| 6M | -30.8% | -10.0% | -20.8% | -19.3% |
| YTD | +26.7% | +12.7% | +14.0% | +31.3% |
| 1Y | +80.5% | +15.7% | +64.8% | +84.6% |
| All | +80.5% | +17.4% | +63.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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