+235.4%
TSEM vs BAH
-26.7%
+262.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.4% |
| 7D | +4.7% | -1.3% | +6.0% | +4.4% |
| 30D | -14.2% | -6.6% | -7.6% | -15.6% |
| 3M | -5.0% | -7.2% | +2.1% | -3.1% |
| 6M | +87.6% | -10.0% | +97.6% | +92.5% |
| YTD | +84.4% | -12.5% | +96.9% | +91.3% |
| 1Y | +235.4% | -27.9% | +263.3% | +247.0% |
| All | +235.4% | -26.7% | +262.1% | +247.0% |
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