+1,282.5%
TSEM vs BWA
+156.8%
+1,125.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | -4.9% | -1.3% | -3.5% | -4.4% |
| 30D | -18.7% | -2.9% | -15.8% | -17.6% |
| 3M | -18.1% | -10.7% | -7.4% | -14.1% |
| 6M | +77.1% | +26.5% | +50.6% | +63.9% |
| YTD | +80.1% | +49.1% | +31.0% | +53.9% |
| 1Y | +220.4% | +52.1% | +168.3% | +171.4% |
| 3Y | +650.1% | +72.6% | +577.5% | +487.2% |
| 5Y | +628.9% | +89.4% | +539.5% | +431.4% |
| All | +1,282.5% | +156.8% | +1,125.7% | +775.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling