+309.3%
TEL vs BHP
+496.8%
-187.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | -3.6% | +5.2% | +3.2% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +2.4% | +1.2% | +1.2% | +1.2% |
| 6M | +4.1% | +21.4% | -17.3% | -6.0% |
| YTD | -5.8% | +50.4% | -56.2% | -23.5% |
| 1Y | +0.9% | +67.5% | -66.6% | -22.2% |
| 3Y | +72.6% | +72.8% | -0.2% | +28.3% |
| 5Y | +57.5% | +112.6% | -55.1% | +0.9% |
| All | +309.3% | +496.8% | -187.5% | +67.7% |
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