+833.8%
BAC vs TSEM
-31.2%
+865.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.2% |
| 7D | -1.2% | -17.5% | +16.3% | +0.9% |
| 30D | -7.7% | -44.7% | +37.0% | -1.6% |
| 3M | -21.2% | -38.9% | +17.7% | -17.4% |
| 6M | -6.8% | -36.7% | +29.8% | -4.6% |
| YTD | -8.7% | +17.0% | -25.7% | -14.2% |
| 1Y | -5.3% | +62.8% | -68.1% | -14.7% |
| 3Y | +87.4% | +471.3% | -383.9% | +42.8% |
| 5Y | +18.9% | +290.3% | -271.4% | -6.5% |
| 10Y | +273.3% | +790.1% | -516.8% | +162.3% |
| All | +833.8% | -31.2% | +865.1% | +511.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling