+3,215.2%
BHP vs TDY
+7,056.0%
-3,840.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | -1.2% | -12.0% | +10.9% | +3.0% |
| 3M | +1.2% | -3.2% | +4.4% | +2.1% |
| 6M | +21.4% | -7.9% | +29.3% | +24.7% |
| YTD | +50.4% | +18.2% | +32.2% | +42.3% |
| 1Y | +67.5% | +6.7% | +60.9% | +63.6% |
| 3Y | +72.8% | +47.5% | +25.3% | +50.4% |
| 5Y | +112.6% | +39.5% | +73.1% | +86.8% |
| 10Y | +481.7% | +477.2% | +4.5% | +230.2% |
| All | +3,215.2% | +7,056.0% | -3,840.8% | +1,254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling