-16.6%
BX vs TSEM
+259.4%
-276.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -1.4% |
| 7D | -4.4% | +6.9% | -11.3% | -4.7% |
| 30D | +0.1% | +5.3% | -5.2% | -0.4% |
| 3M | +16.0% | -14.9% | +30.9% | +16.1% |
| 6M | +21.6% | +80.0% | -58.4% | +12.8% |
| YTD | -8.9% | +89.4% | -98.2% | -15.8% |
| 1Y | -16.6% | +253.1% | -269.7% | -25.2% |
| All | -16.6% | +259.4% | -276.0% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling