+328.6%
TMO vs BHP
+496.8%
-168.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -3.6% | +3.0% | +0.3% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +28.3% | +1.2% | +27.1% | +27.3% |
| 6M | +23.3% | +21.4% | +1.9% | +15.6% |
| YTD | +5.5% | +50.4% | -45.0% | -7.4% |
| 1Y | +24.5% | +67.5% | -43.0% | +5.7% |
| 3Y | +19.6% | +72.8% | -53.3% | -0.9% |
| 5Y | +8.1% | +112.6% | -104.5% | -17.5% |
| All | +328.6% | +496.8% | -168.2% | +138.4% |
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