+1,672.6%
TSM vs BWA
+94.6%
+1,578.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +14.8% | +7.3% | +7.6% | +11.8% |
| 30D | -8.9% | -15.8% | +6.9% | -2.4% |
| 3M | -5.3% | -25.7% | +20.5% | +6.1% |
| 6M | +2.6% | -19.6% | +22.2% | +11.3% |
| YTD | +34.5% | +14.1% | +20.4% | +26.3% |
| 1Y | +41.0% | +12.2% | +28.8% | +33.0% |
| 3Y | +333.1% | +63.8% | +269.3% | +243.8% |
| 5Y | +270.1% | +28.7% | +241.4% | +213.1% |
| All | +1,672.6% | +94.6% | +1,578.0% | +1,183.9% |
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