0.0%
TFC vs BHP
+124.0%
-124.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -1.2% | +2.4% | -3.6% | -2.0% |
| 30D | +7.8% | -5.4% | +13.1% | +9.7% |
| 3M | -3.0% | -6.9% | +3.9% | -1.1% |
| 6M | +5.8% | -4.3% | +10.1% | +5.9% |
| YTD | +5.3% | +41.6% | -36.3% | -10.7% |
| 1Y | +15.7% | +53.3% | -37.6% | -5.1% |
| 3Y | +94.8% | +58.4% | +36.4% | +54.0% |
| 5Y | 0.0% | +121.3% | -121.2% | -37.2% |
| All | 0.0% | +124.0% | -124.0% | -37.2% |
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