+844.9%
BP vs TSEM
-20.5%
+865.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.6% | -6.1% | +1.0% |
| 7D | -0.8% | +6.8% | -7.5% | -1.3% |
| 30D | -3.1% | -26.6% | +23.5% | -1.4% |
| 3M | +6.2% | -36.3% | +42.5% | +8.8% |
| 6M | +4.8% | -30.6% | +35.4% | +5.6% |
| YTD | +35.2% | +35.3% | -0.1% | +28.7% |
| 1Y | +27.4% | +59.2% | -31.8% | +19.7% |
| 3Y | +49.8% | +547.7% | -497.9% | +25.4% |
| 5Y | +109.4% | +337.5% | -228.1% | +78.8% |
| 10Y | +135.7% | +887.4% | -751.7% | +87.9% |
| All | +844.9% | -20.5% | +865.3% | +600.4% |
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 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