+299.0%
TSEM vs BHP
+119.2%
+179.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.4% |
| 7D | +7.0% | -0.5% | +7.5% | +7.4% |
| 30D | -29.8% | -4.5% | -25.2% | -28.0% |
| 3M | -41.9% | -6.9% | -35.0% | -39.9% |
| 6M | -45.8% | -10.6% | -35.2% | -42.9% |
| YTD | +25.1% | +37.2% | -12.1% | +13.7% |
| 1Y | +48.2% | +48.0% | +0.2% | +31.5% |
| 3Y | +476.5% | +52.6% | +423.9% | +396.7% |
| All | +299.0% | +119.2% | +179.9% | +208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling