-69.7%
TTD vs BHP
+71.4%
-141.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +6.0% | +0.2% |
| 7D | -7.4% | -3.7% | -3.7% | -7.7% |
| 30D | +3.0% | -0.8% | +3.9% | +3.0% |
| 3M | -27.6% | +7.6% | -35.2% | -27.3% |
| 6M | -49.5% | +20.8% | -70.3% | -49.2% |
| YTD | -63.2% | +50.8% | -114.0% | -65.9% |
| 1Y | -69.7% | +70.9% | -140.6% | -73.4% |
| All | -69.7% | +71.4% | -141.1% | -73.4% |
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