+26.5%
BAC vs TSEM
+259.4%
-232.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.4% | -0.8% |
| 7D | +0.6% | +6.9% | -6.3% | +0.4% |
| 30D | -0.9% | +5.3% | -6.2% | -1.1% |
| 3M | +16.3% | -14.9% | +31.2% | +16.2% |
| 6M | +26.0% | +80.0% | -54.1% | +20.4% |
| YTD | +15.2% | +89.4% | -74.2% | +9.5% |
| 1Y | +26.5% | +253.1% | -226.6% | +21.9% |
| All | +26.5% | +259.4% | -232.8% | +21.9% |
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