+873.0%
TTMI vs BHP
+81.6%
+791.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +7.5% | +0.9% | +6.6% | +6.8% |
| 30D | -4.5% | +4.0% | -8.5% | -7.7% |
| 3M | -28.5% | +11.3% | -39.8% | -34.2% |
| 6M | +28.4% | +29.3% | -1.0% | +7.1% |
| YTD | +80.1% | +59.2% | +20.9% | +34.5% |
| 1Y | +161.0% | +80.8% | +80.2% | +82.6% |
| All | +873.0% | +81.6% | +791.4% | +535.1% |
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