+77.9%
TEM vs BHP
+54.2%
+23.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -4.7% |
| 7D | -5.9% | -0.5% | -5.4% | -5.2% |
| 30D | +4.8% | -4.5% | +9.3% | +8.8% |
| 3M | +31.9% | -6.9% | +38.8% | +40.4% |
| 6M | +56.0% | -10.6% | +66.5% | +69.6% |
| YTD | +21.3% | +37.2% | -15.9% | -4.6% |
| 1Y | +5.4% | +48.0% | -42.6% | -22.1% |
| All | +77.9% | +54.2% | +23.6% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling