+1,503.5%
BHP vs TCOM
+2,694.8%
-1,191.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.9% | -9.5% | +6.6% | -0.3% |
| 30D | +3.4% | -10.7% | +14.1% | +6.5% |
| 3M | +4.1% | -14.6% | +18.7% | +7.8% |
| 6M | +20.6% | -19.3% | +39.9% | +26.8% |
| YTD | +56.1% | -42.9% | +99.0% | +78.4% |
| 1Y | +69.6% | -43.8% | +113.4% | +94.4% |
| 3Y | +78.8% | +2.1% | +76.7% | +67.4% |
| 5Y | +113.1% | +31.2% | +81.8% | +72.2% |
| 10Y | +505.9% | -13.9% | +519.8% | +409.7% |
| All | +1,503.5% | +2,694.8% | -1,191.2% | +435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling