+1,753.6%
TSM vs BWA
+142.9%
+1,610.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +3.1% |
| 7D | +6.0% | +4.3% | +1.8% | +4.3% |
| 30D | +4.5% | -2.9% | +7.4% | +5.6% |
| 3M | +3.1% | -12.4% | +15.5% | +8.2% |
| 6M | +30.2% | +28.6% | +1.7% | +18.0% |
| YTD | +45.2% | +48.2% | -3.0% | +23.4% |
| 1Y | +79.6% | +50.9% | +28.6% | +50.8% |
| 3Y | +411.0% | +72.2% | +338.8% | +295.8% |
| 5Y | +290.7% | +91.1% | +199.7% | +184.6% |
| 10Y | +1,753.6% | +144.0% | +1,609.6% | +1,077.7% |
| All | +1,753.6% | +142.9% | +1,610.7% | +1,077.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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