+116.7%
BHP vs TMF
-87.5%
+204.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +3.4% | -2.8% | +6.2% | +3.5% |
| 3M | +4.1% | -10.9% | +15.0% | +4.6% |
| 6M | +20.6% | -21.3% | +41.9% | +21.6% |
| YTD | +56.1% | -15.9% | +71.9% | +57.1% |
| 1Y | +69.6% | -15.7% | +85.3% | +70.6% |
| 3Y | +78.8% | -43.4% | +122.2% | +80.2% |
| All | +116.7% | -87.5% | +204.2% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling