+395.5%
BAC vs TSEM
+1,304.6%
-909.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | -0.2% |
| 7D | +1.2% | +10.4% | -9.3% | -0.8% |
| 30D | -0.7% | -12.9% | +12.2% | +1.6% |
| 3M | +16.9% | -9.2% | +26.1% | +15.9% |
| 6M | +29.6% | +98.8% | -69.2% | +3.9% |
| YTD | +15.3% | +87.2% | -72.0% | -7.4% |
| 1Y | +28.8% | +239.0% | -210.1% | -12.4% |
| 3Y | +136.4% | +679.5% | -543.1% | +22.8% |
| 5Y | +72.9% | +667.3% | -594.3% | -14.0% |
| All | +395.5% | +1,304.6% | -909.1% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling