-41.9%
TSEM vs BHP
-8.3%
-33.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -5.6% |
| 7D | +7.0% | -0.5% | +7.5% | +8.0% |
| 30D | -29.8% | -4.5% | -25.2% | -26.8% |
| 3M | -41.9% | -6.9% | -35.0% | -38.4% |
| All | -41.9% | -8.3% | -33.6% | -38.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling