+476.4%
BHP vs TCOM
-9.8%
+486.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -3.6% | -4.9% | +1.3% | -2.4% |
| 30D | -1.2% | -14.4% | +13.2% | +2.6% |
| 3M | +1.2% | -17.7% | +18.9% | +5.5% |
| 6M | +21.4% | -25.1% | +46.5% | +29.6% |
| YTD | +50.4% | -45.7% | +96.2% | +72.2% |
| 1Y | +67.5% | -47.9% | +115.4% | +93.4% |
| 3Y | +72.8% | +8.9% | +63.9% | +59.5% |
| 5Y | +112.6% | +26.9% | +85.7% | +77.6% |
| All | +476.4% | -9.8% | +486.2% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling