-4.5%
TT vs BHP
+53.4%
-58.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -2.6% |
| 7D | -8.5% | -2.5% | -5.9% | -7.6% |
| 30D | -12.8% | -7.7% | -5.1% | -10.4% |
| 3M | -12.9% | -6.4% | -6.5% | -11.3% |
| 6M | -15.2% | +5.2% | -20.4% | -18.5% |
| YTD | +6.2% | +38.3% | -32.1% | -4.5% |
| 1Y | -4.5% | +53.4% | -57.9% | -17.2% |
| All | -4.5% | +53.4% | -58.0% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling