+2,700.2%
TFC vs BHP
+7,909.4%
-5,209.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | -2.9% | +5.3% | +3.5% |
| 30D | -1.3% | +3.4% | -4.7% | -2.7% |
| 3M | +6.1% | +4.1% | +2.0% | +3.7% |
| 6M | +7.3% | +20.6% | -13.2% | -0.9% |
| YTD | +8.2% | +56.1% | -47.9% | -9.3% |
| 1Y | +14.4% | +69.6% | -55.2% | -7.2% |
| 3Y | +93.7% | +78.8% | +14.9% | +52.4% |
| 5Y | +16.4% | +113.1% | -96.7% | -16.0% |
| 10Y | +101.6% | +505.9% | -404.3% | +1.1% |
| All | +2,700.2% | +7,909.4% | -5,209.2% | +664.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling