-11.5%
BA vs TSEM
+75.0%
-86.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.9% | -11.5% | -1.2% |
| 7D | -1.7% | -2.0% | +0.2% | -1.7% |
| 30D | -9.5% | -33.4% | +24.0% | -7.3% |
| 3M | -26.5% | -39.7% | +13.2% | -24.4% |
| 6M | -27.4% | -27.8% | +0.5% | -27.7% |
| YTD | -20.6% | +29.7% | -50.3% | -26.6% |
| All | -11.5% | +75.0% | -86.6% | -23.5% |
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