+373.7%
BHP vs TMF
-69.2%
+442.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | +3.5% | +0.6% | +2.9% | +3.6% |
| 30D | -4.5% | +16.3% | -20.8% | -2.0% |
| 3M | -6.4% | -2.7% | -3.7% | -6.6% |
| 6M | -0.1% | -13.2% | +13.1% | -2.3% |
| YTD | +43.0% | -16.7% | +59.7% | +38.9% |
| 1Y | +56.5% | -22.7% | +79.2% | +50.1% |
| 3Y | +62.0% | -26.1% | +88.1% | +57.7% |
| 5Y | +130.4% | -88.4% | +218.8% | +53.6% |
| 10Y | +349.1% | -81.8% | +430.9% | +278.6% |
| All | +373.7% | -69.2% | +442.9% | +486.3% |
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