+311.2%
TPR vs BHP
+509.4%
-198.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.5% | -4.7% |
| 7D | -3.4% | +1.3% | -4.6% | -4.1% |
| 30D | -27.3% | +4.0% | -31.3% | -28.9% |
| 3M | -16.2% | +12.3% | -28.5% | -22.3% |
| 6M | -17.9% | +30.8% | -48.7% | -30.9% |
| YTD | -7.1% | +58.8% | -65.9% | -31.2% |
| 1Y | +13.6% | +76.8% | -63.2% | -21.6% |
| 3Y | +293.7% | +87.5% | +206.3% | +154.5% |
| 5Y | +239.1% | +123.9% | +115.2% | +84.6% |
| 10Y | +311.2% | +504.4% | -193.2% | +30.1% |
| All | +311.2% | +509.4% | -198.3% | +30.1% |
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 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