+1,753.6%
TSM vs BBWI
-56.0%
+1,809.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.9% |
| 7D | +6.0% | +1.6% | +4.5% | +5.7% |
| 30D | +4.5% | -6.2% | +10.7% | +5.3% |
| 3M | +3.1% | +4.3% | -1.2% | +1.5% |
| 6M | +30.2% | -7.2% | +37.4% | +29.8% |
| YTD | +45.2% | -3.0% | +48.2% | +43.2% |
| 1Y | +79.6% | -30.8% | +110.3% | +86.1% |
| 3Y | +411.0% | -43.4% | +454.4% | +431.2% |
| 5Y | +290.7% | -66.7% | +357.4% | +329.9% |
| 10Y | +1,753.6% | -55.7% | +1,809.3% | +1,598.7% |
| All | +1,753.6% | -56.0% | +1,809.6% | +1,598.7% |
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