-27.3%
BX vs TSEM
+212.9%
-240.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.4% |
| 7D | -5.6% | -4.9% | -0.7% | -5.4% |
| 30D | -12.2% | -18.7% | +6.5% | -11.5% |
| 3M | +7.4% | -18.1% | +25.5% | +7.6% |
| 6M | +22.2% | +77.1% | -54.9% | +13.3% |
| YTD | -14.0% | +80.1% | -94.1% | -20.3% |
| 1Y | -27.3% | +220.4% | -247.7% | -33.1% |
| All | -27.3% | +212.9% | -240.2% | -33.1% |
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