+1,326.7%
TSEM vs BAH
+186.6%
+1,140.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | -14.2% | -6.6% | -7.6% | -13.5% |
| 3M | -5.0% | -7.2% | +2.1% | -4.2% |
| 6M | +87.6% | -10.0% | +97.6% | +89.5% |
| YTD | +84.4% | -12.5% | +96.9% | +85.8% |
| 1Y | +235.4% | -27.9% | +263.3% | +251.8% |
| 3Y | +668.0% | -31.4% | +699.4% | +678.6% |
| 5Y | +644.7% | -3.2% | +648.0% | +561.9% |
| 10Y | +1,326.7% | +191.5% | +1,135.2% | +893.3% |
| All | +1,326.7% | +186.6% | +1,140.0% | +893.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling