-26.5%
TSEM vs BHP
+2,952.8%
-2,979.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.5% |
| 7D | +7.0% | -0.5% | +7.5% | +7.4% |
| 30D | -29.8% | -4.5% | -25.2% | -28.2% |
| 3M | -41.9% | -6.9% | -35.0% | -40.1% |
| 6M | -45.8% | -10.6% | -35.2% | -43.0% |
| YTD | +25.1% | +37.2% | -12.1% | +11.9% |
| 1Y | +48.2% | +48.0% | +0.2% | +28.9% |
| 3Y | +476.5% | +52.6% | +423.9% | +392.1% |
| 5Y | +301.4% | +116.5% | +185.0% | +187.2% |
| 10Y | +812.9% | +334.9% | +478.0% | +389.4% |
| All | -26.5% | +2,952.8% | -2,979.3% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling