+278.9%
TSM vs BHP
+124.0%
+154.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.7% |
| 7D | +4.4% | +2.4% | +2.1% | +3.4% |
| 30D | -7.0% | -5.4% | -1.6% | -4.4% |
| 3M | -1.8% | -6.9% | +5.1% | +1.4% |
| 6M | +2.7% | -4.3% | +7.0% | +4.4% |
| YTD | +37.1% | +41.6% | -4.5% | +15.9% |
| 1Y | +43.5% | +53.3% | -9.8% | +16.9% |
| 3Y | +341.5% | +58.4% | +283.2% | +246.5% |
| 5Y | +278.9% | +121.3% | +157.6% | +172.2% |
| All | +278.9% | +124.0% | +154.8% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling