-0.9%
BA vs TSEM
+657.0%
-658.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -0.5% |
| 7D | +1.2% | +6.9% | -5.7% | 0.0% |
| 30D | -11.6% | +5.3% | -16.9% | -12.8% |
| 3M | -2.4% | -14.9% | +12.5% | -1.8% |
| 6M | -6.6% | +80.0% | -86.7% | -21.5% |
| YTD | -2.2% | +89.4% | -91.6% | -19.5% |
| 1Y | -8.0% | +253.1% | -261.1% | -35.7% |
| 3Y | -5.0% | +642.1% | -647.1% | -47.3% |
| All | -0.9% | +657.0% | -658.0% | -44.5% |
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 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