+12,377.6%
TSM vs BBWI
+718.3%
+11,659.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | -2.5% | -6.2% | +3.7% | -0.8% |
| 30D | -14.3% | +25.5% | -39.8% | -19.8% |
| 3M | -7.2% | +8.0% | -15.2% | -10.4% |
| 6M | -5.1% | +12.7% | -17.8% | -10.4% |
| YTD | +28.9% | +11.6% | +17.2% | +20.0% |
| 1Y | +37.1% | -0.9% | +38.0% | +29.9% |
| 3Y | +341.5% | -22.7% | +364.2% | +323.3% |
| 5Y | +245.7% | -67.2% | +312.9% | +302.2% |
| 10Y | +1,502.2% | -43.7% | +1,545.9% | +1,189.2% |
| All | +12,377.6% | +718.3% | +11,659.3% | +1,862.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling