+508.5%
TTD vs BHP
+333.8%
+174.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +2.0% |
| 7D | +21.3% | -0.5% | +21.8% | +21.8% |
| 30D | +28.7% | -4.5% | +33.3% | +31.5% |
| 3M | +7.7% | -6.9% | +14.6% | +10.6% |
| 6M | -23.5% | -10.6% | -12.9% | -21.2% |
| YTD | -58.7% | +37.2% | -95.9% | -67.3% |
| 1Y | -63.4% | +48.0% | -111.5% | -72.3% |
| 3Y | -75.3% | +52.6% | -127.8% | -82.2% |
| 5Y | -84.4% | +116.5% | -200.8% | -91.1% |
| All | +508.5% | +333.8% | +174.7% | +130.2% |
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