+15,818.7%
TT vs BHP
+7,909.4%
+7,909.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +1.0% |
| 7D | 0.0% | -2.9% | +2.9% | +1.2% |
| 30D | -7.2% | +3.4% | -10.5% | -8.6% |
| 3M | -3.0% | +4.1% | -7.0% | -5.2% |
| 6M | +1.4% | +20.6% | -19.2% | -7.0% |
| YTD | +15.9% | +56.1% | -40.2% | -4.4% |
| 1Y | +9.4% | +69.6% | -60.2% | -13.1% |
| 3Y | +124.4% | +78.8% | +45.6% | +70.0% |
| 5Y | +138.0% | +113.1% | +25.0% | +60.0% |
| 10Y | +886.4% | +505.9% | +380.5% | +303.1% |
| All | +15,818.7% | +7,909.4% | +7,909.3% | +2,407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling