-72.2%
TTD vs BHP
+69.4%
-141.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.4% |
| 7D | +6.3% | -2.9% | +9.2% | +6.1% |
| 30D | -23.9% | +3.4% | -27.3% | -23.6% |
| 3M | -31.4% | +4.1% | -35.5% | -31.0% |
| 6M | -42.7% | +20.6% | -63.3% | -42.1% |
| YTD | -62.0% | +56.1% | -118.0% | -64.4% |
| 1Y | -72.2% | +69.6% | -141.8% | -74.8% |
| All | -72.2% | +69.4% | -141.6% | -74.8% |
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