+1,598.5%
TSM vs BBWI
-44.4%
+1,642.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -2.1% | -4.2% | +2.2% | -1.3% |
| 30D | -12.5% | +24.9% | -37.4% | -15.9% |
| 3M | -5.0% | +13.2% | -18.2% | -7.7% |
| 6M | -3.2% | +12.1% | -15.3% | -6.4% |
| YTD | +31.5% | +11.1% | +20.4% | +26.3% |
| 1Y | +35.7% | +0.7% | +35.0% | +31.4% |
| 3Y | +323.5% | -23.8% | +347.2% | +317.5% |
| 5Y | +263.4% | -66.9% | +330.3% | +297.6% |
| 10Y | +1,598.5% | -45.3% | +1,643.8% | +1,354.6% |
| All | +1,598.5% | -44.4% | +1,642.9% | +1,354.6% |
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