+111.8%
BHP vs TRI
-10.0%
+121.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -3.6% | -7.9% | +4.3% | -2.9% |
| 30D | -1.2% | -4.5% | +3.3% | -0.9% |
| 3M | +1.2% | +22.1% | -20.9% | -2.1% |
| 6M | +21.4% | -2.8% | +24.2% | +21.7% |
| YTD | +50.4% | -23.4% | +73.8% | +60.5% |
| 1Y | +67.5% | -41.5% | +109.0% | +96.2% |
| 3Y | +72.8% | -19.2% | +92.0% | +73.3% |
| All | +111.8% | -10.0% | +121.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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