+69.6%
BHP vs TRU
-7.3%
+76.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.4% |
| 7D | -2.9% | -6.8% | +3.9% | -3.0% |
| 30D | +3.4% | 0.0% | +3.3% | +3.4% |
| 3M | +4.1% | +13.3% | -9.2% | +4.3% |
| 6M | +20.6% | +3.4% | +17.1% | +19.5% |
| YTD | +56.1% | -6.4% | +62.4% | +54.3% |
| 1Y | +69.6% | -9.7% | +79.3% | +65.0% |
| All | +69.6% | -7.3% | +76.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling