+154.4%
TRV vs BHP
+111.2%
+43.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.1% |
| 7D | -1.5% | -3.7% | +2.2% | -1.1% |
| 30D | -1.8% | -0.8% | -1.0% | -1.8% |
| 3M | +21.6% | +7.6% | +14.0% | +20.3% |
| 6M | +22.5% | +20.8% | +1.7% | +18.8% |
| YTD | +28.1% | +50.8% | -22.6% | +20.1% |
| 1Y | +37.0% | +70.9% | -33.9% | +25.7% |
| 3Y | +141.9% | +78.0% | +63.9% | +116.2% |
| All | +154.4% | +111.2% | +43.2% | +113.5% |
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