+236.4%
TSM vs BWA
+26.5%
+209.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.2% |
| 7D | -7.6% | -5.5% | -2.1% | -5.1% |
| 30D | -20.5% | -21.7% | +1.2% | -11.6% |
| 3M | -10.0% | -25.6% | +15.6% | +1.8% |
| 6M | -10.1% | -17.4% | +7.4% | -2.8% |
| YTD | +24.5% | +9.2% | +15.3% | +18.2% |
| 1Y | +31.2% | +9.7% | +21.4% | +23.9% |
| 3Y | +322.0% | +54.6% | +267.3% | +229.6% |
| All | +236.4% | +26.5% | +209.9% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling