-84.0%
TTD vs BHP
+81.6%
-165.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | +3.7% | +4.0% | -0.4% | +2.5% |
| 3M | -30.2% | +11.3% | -41.5% | -32.6% |
| 6M | -51.4% | +29.3% | -80.7% | -55.7% |
| YTD | -63.4% | +59.2% | -122.7% | -70.2% |
| 1Y | -73.5% | +80.8% | -154.4% | -79.8% |
| All | -84.0% | +81.6% | -165.6% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling