+1,282.5%
TSEM vs BHP
+496.8%
+785.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.9% | -3.6% | -1.2% | -3.2% |
| 30D | -18.7% | -1.2% | -17.6% | -18.6% |
| 3M | -18.1% | +1.2% | -19.3% | -18.9% |
| 6M | +77.1% | +21.4% | +55.7% | +62.6% |
| YTD | +80.1% | +50.4% | +29.7% | +50.4% |
| 1Y | +220.4% | +67.5% | +152.9% | +156.0% |
| 3Y | +650.1% | +72.8% | +577.3% | +482.6% |
| 5Y | +628.9% | +112.6% | +516.3% | +384.2% |
| All | +1,282.5% | +496.8% | +785.6% | +529.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling