+131.2%
TLT vs BHP
+2,698.1%
-2,566.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | -0.7% |
| 30D | -0.6% | +3.4% | -3.9% | -0.2% |
| 3M | -2.7% | +4.1% | -6.8% | -2.3% |
| 6M | -5.6% | +20.6% | -26.2% | -3.7% |
| YTD | -2.8% | +56.1% | -58.8% | +1.8% |
| 1Y | -1.4% | +69.6% | -71.0% | +4.1% |
| 3Y | -1.6% | +78.8% | -80.4% | +5.0% |
| 5Y | -33.8% | +113.1% | -146.9% | -27.1% |
| 10Y | -21.1% | +505.9% | -527.0% | +0.7% |
| All | +131.2% | +2,698.1% | -2,566.9% | +262.6% |
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