+2.6%
TSM vs BHP
-4.9%
+7.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.7% |
| 7D | +14.8% | +2.5% | +12.4% | +13.2% |
| 30D | -8.9% | -5.2% | -3.7% | -6.0% |
| 3M | -5.3% | -8.7% | +3.5% | -0.7% |
| 6M | +2.6% | -6.9% | +9.4% | +5.3% |
| All | +2.6% | -4.9% | +7.4% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling