+113.1%
BHP vs TCOM
+21.5%
+91.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -5.1% |
| 7D | -3.7% | -6.5% | +2.8% | -2.4% |
| 30D | -0.8% | -16.2% | +15.4% | +2.8% |
| 3M | +7.6% | -19.3% | +26.9% | +12.0% |
| 6M | +20.8% | -27.2% | +48.0% | +28.5% |
| YTD | +50.8% | -46.2% | +96.9% | +69.5% |
| 1Y | +70.9% | -46.6% | +117.5% | +92.2% |
| 3Y | +78.0% | +8.4% | +69.6% | +67.2% |
| 5Y | +113.1% | +25.8% | +87.3% | +89.2% |
| All | +113.1% | +21.5% | +91.6% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling