+620.5%
TSEM vs BAH
+1,077.1%
-456.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +7.8% |
| 7D | +6.8% | -1.6% | +8.4% | +7.0% |
| 30D | -26.6% | +18.0% | -44.6% | -29.6% |
| 3M | -36.3% | +11.4% | -47.8% | -38.4% |
| 6M | -30.6% | +17.7% | -48.3% | -34.7% |
| YTD | +35.3% | +5.4% | +29.9% | +29.4% |
| 1Y | +59.2% | +2.8% | +56.5% | +53.1% |
| 3Y | +547.7% | -26.7% | +574.3% | +558.4% |
| 5Y | +337.5% | +8.1% | +329.5% | +277.0% |
| 10Y | +887.4% | +202.5% | +684.9% | +454.3% |
| All | +620.5% | +1,077.1% | -456.6% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling