+12,919.2%
TSM vs BHP
+3,228.5%
+9,690.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | +14.8% | +2.5% | +12.4% | +13.6% |
| 30D | -8.9% | -5.2% | -3.7% | -6.5% |
| 3M | -5.3% | -8.7% | +3.5% | -1.3% |
| 6M | +2.6% | -6.9% | +9.4% | +5.6% |
| YTD | +34.5% | +39.0% | -4.5% | +15.0% |
| 1Y | +41.0% | +48.9% | -7.9% | +16.7% |
| 3Y | +333.1% | +55.4% | +277.8% | +246.9% |
| 5Y | +270.1% | +119.2% | +150.9% | +144.9% |
| 10Y | +1,608.7% | +340.5% | +1,268.2% | +672.5% |
| All | +12,919.2% | +3,228.5% | +9,690.8% | +1,842.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling