+537.0%
TDG vs BHP
+496.8%
+40.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.9% | -3.6% | +1.7% | -0.5% |
| 30D | -7.7% | -1.2% | -6.5% | -7.6% |
| 3M | -9.3% | +1.2% | -10.5% | -10.6% |
| 6M | -9.4% | +21.4% | -30.8% | -17.8% |
| YTD | -14.3% | +50.4% | -64.7% | -29.8% |
| 1Y | -11.8% | +67.5% | -79.3% | -31.6% |
| 3Y | +52.0% | +72.8% | -20.8% | +12.1% |
| 5Y | +128.8% | +112.6% | +16.2% | +44.4% |
| All | +537.0% | +496.8% | +40.1% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling