+92.9%
BAC vs TSEM
+460.6%
-367.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.2% |
| 7D | -1.2% | -17.5% | +16.3% | +0.6% |
| 30D | -7.7% | -44.7% | +37.0% | -2.4% |
| 3M | -21.2% | -38.9% | +17.7% | -17.9% |
| 6M | -6.8% | -36.7% | +29.8% | -5.8% |
| YTD | -8.7% | +17.0% | -25.7% | -18.0% |
| 1Y | -5.3% | +62.8% | -68.1% | -21.0% |
| All | +92.9% | +460.6% | -367.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling