+361.0%
BHP vs TRU
+228.6%
+132.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.6% |
| 7D | +1.3% | -7.2% | +8.5% | +3.5% |
| 30D | +4.0% | -2.8% | +6.8% | +4.7% |
| 3M | +12.3% | +13.0% | -0.7% | +7.0% |
| 6M | +30.8% | +0.7% | +30.1% | +28.6% |
| YTD | +58.8% | -9.0% | +67.8% | +59.3% |
| 1Y | +76.8% | -16.3% | +93.2% | +81.2% |
| 3Y | +87.5% | -1.1% | +88.5% | +71.3% |
| 5Y | +123.9% | -36.0% | +159.9% | +139.1% |
| 10Y | +504.4% | +139.9% | +364.5% | +253.1% |
| All | +361.0% | +228.6% | +132.5% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling