-11.8%
BA vs TSEM
+58.6%
-70.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.8% | -4.3% | +0.2% |
| 7D | +1.1% | -17.5% | +18.6% | +2.1% |
| 30D | -7.9% | -44.7% | +36.8% | -4.7% |
| 3M | -25.3% | -38.9% | +13.6% | -23.4% |
| 6M | -24.6% | -36.7% | +12.1% | -24.2% |
| YTD | -20.1% | +17.0% | -37.1% | -24.4% |
| 1Y | -11.8% | +62.8% | -74.6% | -22.0% |
| All | -11.8% | +58.6% | -70.3% | -22.0% |
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