+71.4%
BAC vs TSEM
+657.0%
-585.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -0.9% |
| 7D | +1.1% | +6.9% | -5.8% | +0.3% |
| 30D | -0.4% | +5.3% | -5.7% | -1.3% |
| 3M | +16.9% | -14.9% | +31.8% | +17.3% |
| 6M | +26.6% | +80.0% | -53.4% | +12.0% |
| YTD | +15.8% | +89.4% | -73.6% | +0.8% |
| 1Y | +27.2% | +253.1% | -225.9% | -1.6% |
| 3Y | +132.4% | +642.1% | -509.7% | +53.6% |
| All | +71.4% | +657.0% | -585.6% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling