+33.7%
BP vs TSEM
+672.8%
-639.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | +0.1% |
| 7D | +3.9% | +6.9% | -3.0% | +3.5% |
| 30D | +7.6% | +5.3% | +2.3% | +7.1% |
| 3M | +0.7% | -14.9% | +15.6% | +1.0% |
| 6M | +15.5% | +80.0% | -64.5% | +7.6% |
| YTD | +30.8% | +89.4% | -58.5% | +21.0% |
| 1Y | +34.3% | +253.1% | -218.8% | +15.8% |
| All | +33.7% | +672.8% | -639.1% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling