+668.9%
TEL vs BHP
+369.7%
+299.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | -4.1% | +4.0% | -8.1% | -6.1% |
| 3M | -2.6% | +11.3% | -13.8% | -7.7% |
| 6M | 0.0% | +29.3% | -29.3% | -12.0% |
| YTD | -9.1% | +59.2% | -68.3% | -27.5% |
| 1Y | -0.8% | +80.8% | -81.7% | -25.5% |
| 3Y | +67.4% | +88.0% | -20.6% | +21.0% |
| 5Y | +51.8% | +126.6% | -74.9% | -3.3% |
| 10Y | +299.4% | +515.7% | -216.3% | +53.8% |
| All | +668.9% | +369.7% | +299.2% | +165.2% |
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