+75.4%
TSM vs BWA
+48.6%
+26.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +4.0% | -5.6% | +9.6% | +6.2% |
| 3M | +2.0% | -10.7% | +12.7% | +5.7% |
| 6M | +25.5% | +23.2% | +2.3% | +18.2% |
| YTD | +44.0% | +46.0% | -2.0% | +30.4% |
| 1Y | +75.4% | +51.2% | +24.3% | +58.6% |
| All | +75.4% | +48.6% | +26.8% | +58.6% |
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