+11.3%
TSEM vs BWA
+3,863.8%
-3,852.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.1% | +6.9% |
| 7D | +6.9% | +5.7% | +1.2% | +5.0% |
| 30D | +5.3% | +1.4% | +3.9% | +5.0% |
| 3M | -14.9% | -12.1% | -2.8% | -10.6% |
| 6M | +80.0% | +28.6% | +51.5% | +67.4% |
| YTD | +89.4% | +51.1% | +38.3% | +64.3% |
| 1Y | +253.1% | +55.9% | +197.2% | +202.8% |
| 3Y | +642.1% | +70.1% | +572.0% | +504.1% |
| 5Y | +659.1% | +90.7% | +568.4% | +478.5% |
| 10Y | +1,291.4% | +154.0% | +1,137.4% | +815.8% |
| All | +11.3% | +3,863.8% | -3,852.5% | -62.8% |
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