+66.2%
TSM vs BHP
+71.4%
-5.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | +1.4% |
| 7D | +2.6% | -3.7% | +6.4% | +4.9% |
| 30D | +1.4% | -0.8% | +2.3% | +1.6% |
| 3M | +5.0% | +7.6% | -2.6% | -0.8% |
| 6M | +24.0% | +20.8% | +3.2% | +8.2% |
| YTD | +41.6% | +50.8% | -9.2% | +8.6% |
| 1Y | +66.2% | +70.9% | -4.8% | +19.9% |
| All | +66.2% | +71.4% | -5.2% | +19.9% |
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