+95.6%
TFC vs BHP
+496.8%
-401.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -2.4% | -3.6% | +1.2% | -0.9% |
| 30D | -3.4% | -1.2% | -2.2% | -3.2% |
| 3M | +0.4% | +1.2% | -0.8% | -1.2% |
| 6M | +12.7% | +21.4% | -8.7% | +0.3% |
| YTD | +5.6% | +50.4% | -44.8% | -16.2% |
| 1Y | +16.0% | +67.5% | -51.5% | -13.1% |
| 3Y | +94.0% | +72.8% | +21.2% | +39.7% |
| 5Y | +16.2% | +112.6% | -96.4% | -29.0% |
| All | +95.6% | +496.8% | -401.3% | -24.4% |
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