+1,598.5%
TSM vs BWA
+95.2%
+1,503.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | -2.1% | -2.4% | +0.4% | -0.9% |
| 30D | -12.5% | -17.7% | +5.2% | -5.5% |
| 3M | -5.0% | -27.0% | +22.0% | +7.1% |
| 6M | -3.2% | -17.3% | +14.1% | +3.9% |
| YTD | +31.5% | +12.9% | +18.6% | +24.0% |
| 1Y | +35.7% | +12.9% | +22.8% | +27.6% |
| 3Y | +323.5% | +62.1% | +261.4% | +237.6% |
| 5Y | +263.4% | +30.7% | +232.7% | +205.8% |
| 10Y | +1,598.5% | +89.2% | +1,509.3% | +1,135.8% |
| All | +1,598.5% | +95.2% | +1,503.3% | +1,135.8% |
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