+52.2%
TEM vs BHP
+79.0%
-26.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.7% |
| 30D | +11.3% | +4.0% | +7.3% | +8.9% |
| 3M | +25.5% | +11.3% | +14.3% | +17.1% |
| 6M | +17.1% | +29.3% | -12.2% | -1.7% |
| YTD | +3.8% | +59.2% | -55.4% | -26.7% |
| 1Y | -24.4% | +80.8% | -105.2% | -52.0% |
| All | +52.2% | +79.0% | -26.8% | -22.7% |
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 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