+80.5%
TSEM vs BAH
+6.2%
+74.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.5% | -10.2% | -8.2% |
| 7D | -23.1% | +5.8% | -28.9% | -21.3% |
| 30D | -40.4% | +28.7% | -69.1% | -34.6% |
| 3M | -37.9% | +20.9% | -58.8% | -33.1% |
| 6M | -30.8% | +15.2% | -46.0% | -22.7% |
| YTD | +26.7% | +7.1% | +19.7% | +42.6% |
| 1Y | +80.5% | +6.4% | +74.1% | +112.1% |
| All | +80.5% | +6.2% | +74.3% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling