+145.0%
TT vs BHP
+121.9%
+23.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.9% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | -7.3% | +4.0% | -11.3% | -8.3% |
| 3M | -2.6% | +12.3% | -14.9% | -5.7% |
| 6M | +5.9% | +30.8% | -24.9% | -1.6% |
| YTD | +15.4% | +58.8% | -43.4% | +2.6% |
| 1Y | +8.2% | +76.8% | -68.6% | -6.2% |
| 3Y | +122.7% | +87.5% | +35.2% | +86.9% |
| 5Y | +145.0% | +123.9% | +21.1% | +103.5% |
| All | +145.0% | +121.9% | +23.1% | +103.5% |
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