+637.8%
TSEM vs BHP
+72.0%
+565.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -0.5% |
| 7D | +0.9% | -3.7% | +4.7% | +3.4% |
| 30D | -16.6% | -0.8% | -15.8% | -16.6% |
| 3M | -10.9% | +7.6% | -18.5% | -15.6% |
| 6M | +78.0% | +20.8% | +57.2% | +58.0% |
| YTD | +77.2% | +50.8% | +26.4% | +38.5% |
| 1Y | +207.6% | +70.9% | +136.7% | +124.2% |
| All | +637.8% | +72.0% | +565.9% | +396.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling