+341.5%
TSM vs BBWI
-25.2%
+366.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.2% |
| 7D | -2.5% | -6.2% | +3.7% | -1.6% |
| 30D | -14.3% | +25.5% | -39.8% | -17.2% |
| 3M | -7.2% | +8.0% | -15.2% | -8.8% |
| 6M | -5.1% | +12.7% | -17.8% | -7.9% |
| YTD | +28.9% | +11.6% | +17.2% | +24.4% |
| 1Y | +37.1% | -0.9% | +38.0% | +34.2% |
| 3Y | +341.5% | -22.7% | +364.2% | +358.1% |
| All | +341.5% | -25.2% | +366.7% | +358.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling