+13,634.3%
TSM vs BWA
+1,314.6%
+12,319.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.7% |
| 7D | +2.7% | +5.7% | -2.9% | +0.4% |
| 30D | +3.6% | +1.4% | +2.2% | +2.8% |
| 3M | -3.4% | -12.1% | +8.7% | +1.9% |
| 6M | +20.6% | +28.6% | -7.9% | +8.0% |
| YTD | +41.9% | +51.1% | -9.2% | +17.2% |
| 1Y | +84.4% | +55.9% | +28.5% | +49.5% |
| 3Y | +380.2% | +70.1% | +310.1% | +263.2% |
| 5Y | +275.3% | +90.7% | +184.6% | +164.6% |
| 10Y | +1,751.4% | +154.0% | +1,597.4% | +944.6% |
| All | +13,634.3% | +1,314.6% | +12,319.8% | +2,886.3% |
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