+142.2%
BP vs TSEM
+805.6%
-663.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | +1.8% |
| 7D | +3.8% | +7.0% | -3.1% | +2.7% |
| 30D | -5.3% | -29.8% | +24.5% | -1.5% |
| 3M | +9.3% | -41.9% | +51.2% | +15.8% |
| 6M | +7.2% | -45.8% | +53.0% | +12.6% |
| YTD | +38.0% | +25.1% | +12.9% | +22.5% |
| 1Y | +33.2% | +48.2% | -15.0% | +14.1% |
| 3Y | +50.3% | +476.5% | -426.2% | -6.4% |
| 5Y | +114.1% | +301.4% | -187.4% | +40.8% |
| All | +142.2% | +805.6% | -663.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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