+28.1%
BA vs TSEM
+879.4%
-851.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.5% | -3.2% |
| 7D | -1.7% | -2.0% | +0.2% | -1.8% |
| 30D | -9.5% | -33.4% | +24.0% | -1.4% |
| 3M | -26.5% | -39.7% | +13.2% | -18.7% |
| 6M | -27.4% | -27.8% | +0.5% | -27.5% |
| YTD | -20.6% | +29.7% | -50.3% | -36.1% |
| 1Y | -11.4% | +81.1% | -92.6% | -36.9% |
| 3Y | -10.8% | +529.3% | -540.1% | -61.4% |
| 5Y | -21.9% | +315.0% | -336.9% | -62.0% |
| 10Y | +28.1% | +865.7% | -837.5% | -53.5% |
| All | +28.1% | +879.4% | -851.2% | -53.5% |
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