+92.8%
BHP vs TPG
+74.1%
+18.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -3.6% | -9.4% | +5.8% | -1.1% |
| 30D | -1.2% | -5.3% | +4.1% | -0.1% |
| 3M | +1.2% | +12.9% | -11.7% | -2.5% |
| 6M | +21.4% | +20.1% | +1.3% | +14.7% |
| YTD | +50.4% | -22.5% | +72.9% | +58.5% |
| 1Y | +67.5% | -19.7% | +87.2% | +74.2% |
| 3Y | +72.8% | +81.2% | -8.4% | +35.1% |
| All | +92.8% | +74.1% | +18.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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