+957.3%
TT vs BHP
+503.2%
+454.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.1% |
| 30D | -6.7% | +4.0% | -10.7% | -8.1% |
| 3M | -5.4% | +11.3% | -16.7% | -9.3% |
| 6M | +4.4% | +29.3% | -24.9% | -5.4% |
| YTD | +14.9% | +59.2% | -44.3% | -3.3% |
| 1Y | +9.3% | +80.8% | -71.6% | -12.4% |
| 3Y | +121.7% | +88.0% | +33.7% | +71.2% |
| 5Y | +148.2% | +126.6% | +21.5% | +70.2% |
| 10Y | +957.3% | +515.7% | +441.5% | +371.6% |
| All | +957.3% | +503.2% | +454.1% | +371.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling