-26.5%
TSEM vs BWA
+2,886.7%
-2,913.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.8% | -6.9% |
| 7D | +7.0% | +4.3% | +2.7% | +5.6% |
| 30D | -29.8% | -13.0% | -16.8% | -25.8% |
| 3M | -41.9% | -24.8% | -17.1% | -35.1% |
| 6M | -45.8% | -23.5% | -22.2% | -39.5% |
| YTD | +25.1% | +13.8% | +11.3% | +21.0% |
| 1Y | +48.2% | +13.4% | +34.8% | +43.5% |
| 3Y | +476.5% | +62.8% | +413.7% | +386.1% |
| 5Y | +301.4% | +28.5% | +273.0% | +254.6% |
| 10Y | +812.9% | +95.4% | +717.6% | +567.2% |
| All | -26.5% | +2,886.7% | -2,913.1% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling