+113.1%
BHP vs TRU
-36.7%
+149.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -3.7% | -9.4% | +5.7% | -2.0% |
| 30D | -0.8% | -4.1% | +3.3% | -0.2% |
| 3M | +7.6% | +13.6% | -6.0% | +4.3% |
| 6M | +20.8% | +3.6% | +17.2% | +18.9% |
| YTD | +50.8% | -9.8% | +60.6% | +51.6% |
| 1Y | +70.9% | -13.6% | +84.6% | +72.9% |
| 3Y | +78.0% | -2.0% | +80.0% | +71.1% |
| 5Y | +113.1% | -35.8% | +148.9% | +123.3% |
| All | +113.1% | -36.7% | +149.8% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling