+1,779.8%
TSM vs BHP
+496.8%
+1,282.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.0% | -3.6% | +4.6% | +2.7% |
| 30D | +1.0% | -1.2% | +2.1% | +1.3% |
| 3M | +2.9% | +1.2% | +1.7% | +1.9% |
| 6M | +22.8% | +21.4% | +1.4% | +11.7% |
| YTD | +43.3% | +50.4% | -7.1% | +17.7% |
| 1Y | +69.2% | +67.5% | +1.7% | +32.2% |
| 3Y | +404.5% | +72.8% | +331.7% | +281.9% |
| 5Y | +282.2% | +112.6% | +169.6% | +154.8% |
| All | +1,779.8% | +496.8% | +1,282.9% | +718.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling