+133.9%
BP vs TSEM
+1,283.8%
-1,149.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +4.0% | +4.7% | -0.7% | +3.3% |
| 30D | +7.8% | -14.2% | +22.1% | +9.9% |
| 3M | +8.4% | -5.0% | +13.4% | +7.1% |
| 6M | +15.1% | +87.6% | -72.5% | -1.2% |
| YTD | +36.4% | +84.4% | -48.0% | +16.5% |
| 1Y | +40.9% | +235.4% | -194.5% | +6.4% |
| 3Y | +38.8% | +668.0% | -629.1% | -14.8% |
| 5Y | +141.1% | +644.7% | -503.7% | +42.9% |
| 10Y | +133.9% | +1,326.7% | -1,192.8% | +15.0% |
| All | +133.9% | +1,283.8% | -1,149.9% | +15.0% |
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