+237.7%
BAC vs TSEM
+839.5%
-601.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.8% |
| 7D | +2.1% | -9.5% | +11.5% | +3.6% |
| 30D | -6.7% | -35.5% | +28.8% | +0.4% |
| 3M | -20.2% | -41.6% | +21.3% | -13.2% |
| 6M | -0.2% | -30.1% | +29.8% | +0.4% |
| YTD | -6.4% | +25.7% | -32.1% | -20.0% |
| 1Y | -3.1% | +50.5% | -53.6% | -21.4% |
| 3Y | +96.7% | +501.7% | -405.0% | +4.9% |
| 5Y | +21.3% | +310.9% | -289.6% | -30.5% |
| 10Y | +237.7% | +849.8% | -612.1% | +25.8% |
| All | +237.7% | +839.5% | -601.8% | +25.8% |
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