-10.6%
BA vs TSEM
+60.1%
-70.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -7.0% | +0.2% |
| 7D | -1.4% | +6.8% | -8.2% | -1.8% |
| 30D | -7.9% | -26.6% | +18.7% | -6.3% |
| 3M | -25.2% | -36.3% | +11.2% | -23.3% |
| 6M | -26.7% | -30.6% | +3.9% | -26.6% |
| YTD | -19.6% | +35.3% | -54.9% | -25.9% |
| 1Y | -10.6% | +59.2% | -69.8% | -22.5% |
| All | -10.6% | +60.1% | -70.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling