+515.7%
BHP vs TMF
-86.2%
+601.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.2% |
| 7D | +0.9% | -0.9% | +1.8% | +0.8% |
| 30D | +4.0% | -1.0% | +5.0% | +4.0% |
| 3M | +11.3% | -11.3% | +22.5% | +10.2% |
| 6M | +29.3% | -22.7% | +52.0% | +26.5% |
| YTD | +59.2% | -17.3% | +76.6% | +56.8% |
| 1Y | +80.8% | -22.5% | +103.3% | +77.1% |
| 3Y | +88.0% | -43.2% | +131.2% | +80.2% |
| 5Y | +126.6% | -88.3% | +215.0% | +66.6% |
| 10Y | +515.7% | -86.0% | +601.8% | +422.7% |
| All | +515.7% | -86.2% | +601.9% | +422.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling