-56.8%
TSLL vs BHP
+87.1%
-144.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +7.0% | +6.9% |
| 7D | -21.2% | +0.9% | -22.1% | -21.6% |
| 30D | -13.3% | -6.3% | -7.0% | -6.9% |
| 3M | +15.4% | -7.1% | +22.5% | +24.9% |
| 6M | -34.2% | -3.2% | -31.0% | -31.1% |
| YTD | -52.9% | +37.9% | -90.8% | -66.4% |
| 1Y | -54.3% | +49.7% | -104.0% | -70.2% |
| 3Y | -18.4% | +51.7% | -70.1% | -47.8% |
| All | -56.8% | +87.1% | -144.0% | -75.9% |
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