-1.1%
TLT vs BHP
+87.4%
-88.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | -0.3% | +4.0% | -4.3% | -0.6% |
| 3M | -1.7% | +12.3% | -14.0% | -2.6% |
| 6M | -4.9% | +30.8% | -35.7% | -6.7% |
| YTD | -2.8% | +58.8% | -61.6% | -5.9% |
| 1Y | -4.2% | +76.8% | -81.0% | -8.1% |
| 3Y | -1.1% | +87.5% | -88.6% | -6.3% |
| All | -1.1% | +87.4% | -88.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling