+814.6%
BP vs TSEM
+11.3%
+803.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.3% | 0.0% |
| 7D | +3.9% | +6.9% | -3.0% | +3.4% |
| 30D | +7.6% | +5.3% | +2.3% | +7.0% |
| 3M | +0.7% | -14.9% | +15.6% | +1.0% |
| 6M | +15.5% | +80.0% | -64.5% | +8.7% |
| YTD | +30.8% | +89.4% | -58.5% | +22.4% |
| 1Y | +34.3% | +253.1% | -218.8% | +19.7% |
| 3Y | +35.1% | +642.1% | -607.1% | +12.6% |
| 5Y | +126.8% | +659.1% | -532.3% | +87.3% |
| 10Y | +123.4% | +1,291.4% | -1,168.0% | +74.9% |
| All | +814.6% | +11.3% | +803.3% | +566.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling