+667.3%
TSEM vs BAH
-2.8%
+670.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.2% |
| 7D | +10.4% | -4.3% | +14.8% | +10.4% |
| 30D | -12.9% | -4.5% | -8.5% | -13.0% |
| 3M | -9.2% | -7.6% | -1.6% | -8.3% |
| 6M | +98.8% | -10.6% | +109.4% | +101.1% |
| YTD | +87.2% | -12.6% | +99.8% | +89.3% |
| 1Y | +239.0% | -27.0% | +266.0% | +248.7% |
| 3Y | +679.5% | -31.5% | +711.0% | +688.3% |
| 5Y | +667.3% | -3.8% | +671.1% | +656.1% |
| All | +667.3% | -2.8% | +670.1% | +656.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling