+31.8%
BA vs TSEM
+779.3%
-747.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | -0.7% |
| 7D | +1.1% | -17.5% | +18.6% | +5.4% |
| 30D | -7.9% | -44.7% | +36.8% | +5.0% |
| 3M | -25.3% | -38.9% | +13.6% | -17.9% |
| 6M | -24.6% | -36.7% | +12.1% | -22.1% |
| YTD | -20.1% | +17.0% | -37.1% | -34.0% |
| 1Y | -11.8% | +62.8% | -74.6% | -35.4% |
| 3Y | -10.1% | +471.3% | -481.4% | -60.1% |
| 5Y | -22.7% | +290.3% | -313.0% | -62.1% |
| All | +31.8% | +779.3% | -747.5% | -50.5% |
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