+411.2%
TSM vs BHP
+81.1%
+330.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +1.4% |
| 7D | +6.0% | +1.3% | +4.8% | +5.3% |
| 30D | +4.5% | +4.0% | +0.5% | +2.1% |
| 3M | +3.1% | +12.3% | -9.2% | -3.9% |
| 6M | +30.2% | +30.8% | -0.6% | +11.4% |
| YTD | +45.2% | +58.8% | -13.6% | +11.8% |
| 1Y | +79.6% | +76.8% | +2.7% | +30.5% |
| All | +411.2% | +81.1% | +330.1% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling