+379.4%
TTD vs BHP
+490.1%
-110.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.2% |
| 7D | +6.3% | -2.9% | +9.2% | +7.9% |
| 30D | -23.9% | +3.4% | -27.3% | -25.7% |
| 3M | -31.4% | +4.1% | -35.5% | -33.8% |
| 6M | -42.7% | +20.6% | -63.3% | -49.8% |
| YTD | -62.0% | +56.1% | -118.0% | -71.5% |
| 1Y | -72.2% | +69.6% | -141.8% | -80.2% |
| 3Y | -81.9% | +78.8% | -160.8% | -87.9% |
| 5Y | -81.5% | +113.1% | -194.6% | -89.2% |
| All | +379.4% | +490.1% | -110.7% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling