+42.8%
TSM vs BWA
+12.3%
+30.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | +4.3% | +1.9% | +4.3% |
| 30D | -7.3% | -13.0% | +5.7% | -2.1% |
| 3M | -7.1% | -24.8% | +17.7% | +3.4% |
| 6M | +0.2% | -23.5% | +23.7% | +11.0% |
| YTD | +32.2% | +13.8% | +18.4% | +31.7% |
| 1Y | +42.8% | +13.4% | +29.4% | +42.2% |
| All | +42.8% | +12.3% | +30.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling