+214.5%
BAC vs TSEM
+873.2%
-658.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.5% | +20.5% | -19.0% | -2.1% |
| 30D | -6.4% | -29.0% | +22.6% | -1.1% |
| 3M | -21.7% | -39.4% | +17.7% | -15.4% |
| 6M | +0.5% | -28.5% | +29.0% | +1.0% |
| YTD | -6.7% | +34.4% | -41.1% | -21.3% |
| 1Y | -4.7% | +48.3% | -53.0% | -21.9% |
| 3Y | +96.1% | +543.5% | -447.5% | +3.5% |
| 5Y | +21.7% | +331.4% | -309.7% | -30.6% |
| All | +214.5% | +873.2% | -658.8% | +21.2% |
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