-80.6%
TTD vs BHP
+121.9%
-202.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.6% |
| 7D | +1.7% | +1.3% | +0.5% | +1.2% |
| 30D | +1.6% | +4.0% | -2.4% | -0.3% |
| 3M | -27.8% | +12.3% | -40.1% | -32.2% |
| 6M | -52.1% | +30.8% | -82.9% | -58.8% |
| YTD | -63.1% | +58.8% | -121.8% | -71.9% |
| 1Y | -73.1% | +76.8% | -149.9% | -80.8% |
| 3Y | -83.3% | +87.5% | -170.7% | -88.9% |
| 5Y | -80.6% | +123.9% | -204.5% | -88.8% |
| All | -80.6% | +121.9% | -202.5% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling