+48.9%
BHP vs TLN
+3.1%
+45.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.3% |
| 7D | +2.5% | +22.3% | -19.8% | -1.3% |
| 30D | -5.2% | +1.2% | -6.4% | -5.7% |
| 3M | -8.7% | +5.9% | -14.6% | -10.3% |
| 6M | -6.9% | +3.2% | -10.1% | -8.6% |
| YTD | +39.0% | +3.2% | +35.8% | +35.5% |
| 1Y | +48.9% | +5.2% | +43.7% | +45.2% |
| All | +48.9% | +3.1% | +45.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling