+356.7%
BHP vs TMF
-69.2%
+425.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.6% |
| 7D | +0.9% | +1.2% | -0.3% | +1.1% |
| 30D | -6.3% | +19.7% | -26.0% | -3.3% |
| 3M | -7.1% | -2.1% | -5.0% | -7.3% |
| 6M | -3.2% | -13.4% | +10.3% | -5.4% |
| YTD | +37.9% | -16.7% | +54.6% | +33.9% |
| 1Y | +49.7% | -23.3% | +73.0% | +43.4% |
| 3Y | +51.7% | -24.8% | +76.5% | +48.3% |
| 5Y | +122.0% | -88.0% | +210.1% | +49.4% |
| 10Y | +382.4% | -84.7% | +467.1% | +289.7% |
| All | +356.7% | -69.2% | +425.9% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling