+1,199.2%
TNA vs BHP
+708.0%
+491.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | +3.7% |
| 7D | -7.6% | -3.7% | -3.9% | -3.3% |
| 30D | -13.6% | -0.8% | -12.8% | -13.5% |
| 3M | +2.8% | +7.6% | -4.8% | -8.8% |
| 6M | +34.5% | +20.8% | +13.7% | +3.4% |
| YTD | +41.0% | +50.8% | -9.7% | -19.9% |
| 1Y | +52.0% | +70.9% | -18.9% | -26.7% |
| 3Y | +103.5% | +78.0% | +25.5% | -5.3% |
| 5Y | -22.5% | +113.1% | -135.6% | -72.8% |
| 10Y | +81.9% | +483.0% | -401.2% | -79.2% |
| All | +1,199.2% | +708.0% | +491.2% | +9.1% |
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