-23.0%
TNA vs BHP
+110.7%
-133.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -7.3% | -3.6% | -3.7% | -3.8% |
| 30D | -14.2% | -1.2% | -13.0% | -13.7% |
| 3M | -4.6% | +1.2% | -5.8% | -7.6% |
| 6M | +36.9% | +21.4% | +15.5% | +9.7% |
| YTD | +42.5% | +50.4% | -7.9% | -10.6% |
| 1Y | +45.8% | +67.5% | -21.7% | -18.8% |
| 3Y | +104.7% | +72.8% | +31.8% | +12.1% |
| All | -23.0% | +110.7% | -133.7% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling