+1,124.0%
TTMI vs BHP
+496.8%
+627.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +0.7% | -3.6% | +4.3% | +2.6% |
| 30D | -8.4% | -1.2% | -7.3% | -8.4% |
| 3M | -32.5% | +1.2% | -33.7% | -33.3% |
| 6M | +32.5% | +21.4% | +11.1% | +19.6% |
| YTD | +83.2% | +50.4% | +32.8% | +48.8% |
| 1Y | +161.7% | +67.5% | +94.2% | +101.8% |
| 3Y | +890.1% | +72.8% | +817.3% | +636.6% |
| 5Y | +832.4% | +112.6% | +719.8% | +497.4% |
| All | +1,124.0% | +496.8% | +627.2% | +355.7% |
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 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