+36.0%
TSM vs BBWI
+2.4%
+33.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -2.5% |
| 7D | -10.0% | +8.8% | -18.7% | -10.4% |
| 30D | -18.5% | +34.8% | -53.4% | -20.3% |
| 3M | -4.9% | +12.9% | -17.8% | -5.7% |
| 6M | -1.0% | +29.6% | -30.5% | -3.6% |
| YTD | +31.3% | +20.8% | +10.5% | +29.2% |
| 1Y | +36.0% | +4.1% | +31.9% | +34.9% |
| All | +36.0% | +2.4% | +33.6% | +34.9% |
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