+8,096.9%
TMO vs BHP
+7,637.4%
+459.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +1.1% |
| 7D | -2.5% | -3.7% | +1.3% | -1.5% |
| 30D | -0.3% | -0.8% | +0.5% | -0.1% |
| 3M | +25.3% | +7.6% | +17.7% | +21.9% |
| 6M | +20.9% | +20.8% | +0.1% | +13.3% |
| YTD | +4.3% | +50.8% | -46.5% | -8.7% |
| 1Y | +27.0% | +70.9% | -43.9% | +6.8% |
| 3Y | +17.5% | +78.0% | -60.5% | -3.6% |
| 5Y | +6.9% | +113.1% | -106.1% | -18.9% |
| 10Y | +332.0% | +483.0% | -151.1% | +131.1% |
| All | +8,096.9% | +7,637.4% | +459.5% | +1,902.7% |
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