+376.4%
TTD vs BHP
+468.7%
-92.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | -0.6% | -3.6% | +3.0% | +1.0% |
| 30D | +6.3% | -1.2% | +7.5% | +6.3% |
| 3M | -24.1% | +1.2% | -25.3% | -25.8% |
| 6M | -47.4% | +21.4% | -68.8% | -54.1% |
| YTD | -62.2% | +50.4% | -112.6% | -71.2% |
| 1Y | -68.3% | +67.5% | -135.8% | -77.4% |
| 3Y | -83.4% | +72.8% | -156.2% | -88.8% |
| 5Y | -80.3% | +112.6% | -192.9% | -88.5% |
| All | +376.4% | +468.7% | -92.3% | +58.8% |
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 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