+523.5%
TSEM vs BWA
+65.2%
+458.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.6% | +6.0% | +6.7% |
| 7D | +6.8% | +1.7% | +5.1% | +6.3% |
| 30D | -26.6% | -14.6% | -12.0% | -19.5% |
| 3M | -36.3% | -26.2% | -10.1% | -24.6% |
| 6M | -30.6% | -18.4% | -12.2% | -20.4% |
| YTD | +35.3% | +14.7% | +20.6% | +35.3% |
| 1Y | +59.2% | +13.3% | +45.9% | +60.0% |
| All | +523.5% | +65.2% | +458.3% | +415.1% |
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