-18.4%
TSLL vs BHP
+50.5%
-68.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +7.0% | +6.6% |
| 7D | -21.2% | +0.9% | -22.1% | -21.7% |
| 30D | -13.3% | -6.3% | -7.0% | -5.8% |
| 3M | +15.4% | -7.1% | +22.5% | +26.2% |
| 6M | -34.2% | -3.2% | -31.0% | -31.1% |
| YTD | -52.9% | +37.9% | -90.8% | -69.8% |
| 1Y | -54.3% | +49.7% | -104.0% | -74.1% |
| 3Y | -18.4% | +51.7% | -70.1% | -56.4% |
| All | -18.4% | +50.5% | -68.9% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling