+80.5%
TSEM vs BHP
+53.4%
+27.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.6% | -11.3% | -10.9% |
| 7D | -23.1% | -2.5% | -20.6% | -21.5% |
| 30D | -40.4% | -7.7% | -32.7% | -36.1% |
| 3M | -37.9% | -6.4% | -31.5% | -34.8% |
| 6M | -30.8% | +5.2% | -36.0% | -33.3% |
| YTD | +26.7% | +38.3% | -11.6% | -1.8% |
| 1Y | +80.5% | +53.4% | +27.1% | +16.6% |
| All | +80.5% | +53.4% | +27.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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