+111.8%
BHP vs TDY
+39.0%
+72.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.8% |
| 7D | -3.6% | -1.1% | -2.5% | -3.2% |
| 30D | -1.2% | -12.0% | +10.9% | +4.5% |
| 3M | +1.2% | -3.2% | +4.4% | +2.4% |
| 6M | +21.4% | -7.9% | +29.3% | +25.6% |
| YTD | +50.4% | +18.2% | +32.2% | +40.3% |
| 1Y | +67.5% | +6.7% | +60.9% | +62.6% |
| 3Y | +72.8% | +47.5% | +25.3% | +44.3% |
| All | +111.8% | +39.0% | +72.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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