+45.9%
TEM vs BHP
+69.5%
-23.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -0.5% |
| 7D | -9.2% | -3.7% | -5.4% | -6.8% |
| 30D | +5.5% | -0.8% | +6.3% | +6.7% |
| 3M | +18.7% | +7.6% | +11.1% | +13.5% |
| 6M | +15.4% | +20.8% | -5.4% | +1.5% |
| YTD | -0.5% | +50.8% | -51.3% | -27.0% |
| 1Y | -24.8% | +70.9% | -95.8% | -50.4% |
| All | +45.9% | +69.5% | -23.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling