+84.4%
TSM vs BBWI
-34.3%
+118.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +2.6% |
| 7D | +2.7% | +1.5% | +1.2% | +2.6% |
| 30D | +3.6% | -5.2% | +8.8% | +4.1% |
| 3M | -3.4% | +11.1% | -14.5% | -4.7% |
| 6M | +20.6% | -13.4% | +34.0% | +22.4% |
| YTD | +41.9% | +0.1% | +41.8% | +41.4% |
| 1Y | +84.4% | -36.1% | +120.5% | +94.3% |
| All | +84.4% | -34.3% | +118.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling