+75.7%
TFC vs BHP
+333.8%
-258.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +10.8% | -4.5% | +15.3% | +12.9% |
| 3M | -3.8% | -6.9% | +3.1% | -1.3% |
| 6M | +9.6% | -10.6% | +20.1% | +13.2% |
| YTD | +5.8% | +37.2% | -31.4% | -12.8% |
| 1Y | +16.2% | +48.0% | -31.9% | -7.9% |
| 3Y | +96.0% | +52.6% | +43.4% | +49.0% |
| 5Y | +1.7% | +116.5% | -114.8% | -39.2% |
| All | +75.7% | +333.8% | -258.1% | -23.3% |
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