-10.4%
TSCO vs BHP
+110.7%
-121.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.7% | -3.6% | -2.0% | -5.1% |
| 30D | -8.8% | -1.2% | -7.6% | -8.6% |
| 3M | +6.3% | +1.2% | +5.1% | +5.8% |
| 6M | -32.3% | +21.4% | -53.7% | -35.3% |
| YTD | -32.7% | +50.4% | -83.1% | -38.7% |
| 1Y | -43.7% | +67.5% | -111.2% | -49.9% |
| 3Y | -19.7% | +72.8% | -92.5% | -30.1% |
| All | -10.4% | +110.7% | -121.1% | -23.7% |
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 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