+14,847.0%
TT vs BHP
+7,239.7%
+7,607.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.7% | +1.0% | +3.2% |
| 7D | +1.7% | +3.5% | -1.7% | +0.4% |
| 30D | -11.8% | -4.5% | -7.4% | -10.2% |
| 3M | -12.6% | -6.4% | -6.2% | -10.5% |
| 6M | -9.4% | -0.1% | -9.3% | -10.2% |
| YTD | +8.8% | +43.0% | -34.2% | -7.1% |
| 1Y | -2.5% | +56.5% | -59.0% | -19.9% |
| 3Y | +95.7% | +62.0% | +33.6% | +54.2% |
| 5Y | +135.7% | +130.4% | +5.4% | +53.5% |
| 10Y | +750.6% | +349.1% | +401.6% | +294.2% |
| All | +14,847.0% | +7,239.7% | +7,607.3% | +2,336.0% |
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