+84.4%
TSM vs BHP
+65.8%
+18.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +4.3% |
| 7D | +2.7% | -5.0% | +7.7% | +5.7% |
| 30D | +3.6% | +1.2% | +2.4% | +2.5% |
| 3M | -3.4% | +1.8% | -5.2% | -5.3% |
| 6M | +20.6% | +18.0% | +2.6% | +6.9% |
| YTD | +41.9% | +52.7% | -10.9% | +10.4% |
| 1Y | +84.4% | +66.0% | +18.4% | +36.8% |
| All | +84.4% | +65.8% | +18.6% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling