+26.8%
BA vs TSEM
+920.4%
-893.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -7.0% | -1.2% |
| 7D | -1.4% | +6.8% | -8.2% | -3.4% |
| 30D | -7.9% | -26.6% | +18.7% | -2.2% |
| 3M | -25.2% | -36.3% | +11.2% | -18.5% |
| 6M | -26.7% | -30.6% | +3.9% | -25.8% |
| YTD | -19.6% | +35.3% | -54.9% | -36.0% |
| 1Y | -10.6% | +59.2% | -69.8% | -33.0% |
| 3Y | -11.2% | +547.7% | -558.9% | -61.9% |
| 5Y | -20.4% | +337.5% | -358.0% | -61.9% |
| 10Y | +26.8% | +887.4% | -860.6% | -55.2% |
| All | +26.8% | +920.4% | -893.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling