-22.4%
BA vs TSEM
+333.8%
-356.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.6% | +20.5% | -21.1% | -3.4% |
| 30D | -8.0% | -29.0% | +20.9% | -3.9% |
| 3M | -25.8% | -39.4% | +13.6% | -20.9% |
| 6M | -27.6% | -28.5% | +0.9% | -27.4% |
| YTD | -21.0% | +34.4% | -55.4% | -32.3% |
| 1Y | -12.3% | +48.3% | -60.6% | -26.9% |
| 3Y | -12.8% | +543.5% | -556.3% | -52.1% |
| 5Y | -22.4% | +331.4% | -353.8% | -52.6% |
| All | -22.4% | +333.8% | -356.2% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling