+102.9%
BP vs TSEM
+311.6%
-208.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -0.4% |
| 7D | -6.9% | -2.0% | -4.9% | -6.8% |
| 30D | -3.6% | -33.4% | +29.8% | -1.9% |
| 3M | +8.4% | -39.7% | +48.1% | +10.7% |
| 6M | +5.3% | -27.8% | +33.2% | +5.1% |
| YTD | +33.2% | +29.7% | +3.5% | +25.5% |
| 1Y | +28.2% | +81.1% | -53.0% | +16.9% |
| 3Y | +49.2% | +529.3% | -480.1% | +20.3% |
| 5Y | +102.9% | +315.0% | -212.1% | +71.4% |
| All | +102.9% | +311.6% | -208.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling