+79.6%
TSM vs BBWI
-33.4%
+112.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.6% |
| 7D | +6.0% | +1.6% | +4.5% | +5.9% |
| 30D | +4.5% | -6.2% | +10.7% | +5.1% |
| 3M | +3.1% | +4.3% | -1.2% | +2.2% |
| 6M | +30.2% | -7.2% | +37.4% | +30.8% |
| YTD | +45.2% | -3.0% | +48.2% | +44.8% |
| 1Y | +79.6% | -30.8% | +110.3% | +99.3% |
| All | +79.6% | -33.4% | +112.9% | +99.3% |
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