+12,629.9%
TSM vs BWA
+956.6%
+11,673.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | -2.1% | -2.4% | +0.4% | -0.8% |
| 30D | -12.5% | -17.7% | +5.2% | -4.8% |
| 3M | -5.0% | -27.0% | +22.0% | +8.3% |
| 6M | -3.2% | -17.3% | +14.1% | +4.5% |
| YTD | +31.5% | +12.9% | +18.6% | +22.8% |
| 1Y | +35.7% | +12.9% | +22.8% | +26.3% |
| 3Y | +323.5% | +62.1% | +261.4% | +229.2% |
| 5Y | +263.4% | +30.7% | +232.7% | +201.6% |
| 10Y | +1,598.5% | +89.2% | +1,509.3% | +988.0% |
| All | +12,629.9% | +956.6% | +11,673.3% | +3,029.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling