+1,502.2%
TSM vs BBWI
-41.3%
+1,543.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | -2.5% | -6.2% | +3.7% | -1.5% |
| 30D | -14.3% | +25.5% | -39.8% | -17.7% |
| 3M | -7.2% | +8.0% | -15.2% | -9.1% |
| 6M | -5.1% | +12.7% | -17.8% | -8.3% |
| YTD | +28.9% | +11.6% | +17.2% | +23.7% |
| 1Y | +37.1% | -0.9% | +38.0% | +33.1% |
| 3Y | +341.5% | -22.7% | +364.2% | +334.3% |
| 5Y | +245.7% | -67.2% | +312.9% | +278.6% |
| 10Y | +1,502.2% | -43.7% | +1,545.9% | +1,273.2% |
| All | +1,502.2% | -41.3% | +1,543.6% | +1,273.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling