+668.0%
TSEM vs BWA
+67.1%
+600.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -14.2% | -5.6% | -8.7% | -11.9% |
| 3M | -5.0% | -10.7% | +5.6% | -0.1% |
| 6M | +87.6% | +23.2% | +64.4% | +77.8% |
| YTD | +84.4% | +46.0% | +38.5% | +62.9% |
| 1Y | +235.4% | +51.2% | +184.2% | +192.4% |
| All | +668.0% | +67.1% | +600.8% | +496.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling