+12,772.9%
TDG vs BHP
+610.1%
+12,162.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +2.0% |
| 7D | -2.7% | -3.7% | +1.1% | -1.4% |
| 30D | -9.3% | -0.8% | -8.4% | -9.2% |
| 3M | -7.1% | +7.6% | -14.7% | -10.2% |
| 6M | -11.2% | +20.8% | -31.9% | -18.1% |
| YTD | -15.3% | +50.8% | -66.0% | -28.6% |
| 1Y | -12.5% | +70.9% | -83.4% | -29.9% |
| 3Y | +51.2% | +78.0% | -26.8% | +16.2% |
| 5Y | +126.1% | +113.1% | +13.0% | +57.5% |
| 10Y | +536.2% | +483.0% | +53.2% | +201.9% |
| All | +12,772.9% | +610.1% | +12,162.7% | +4,923.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling