+417.0%
TTMI vs BHP
+119.2%
+297.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.1% |
| 7D | +11.4% | -0.5% | +11.9% | +12.1% |
| 30D | -28.3% | -4.5% | -23.8% | -25.6% |
| 3M | -46.7% | -6.9% | -39.8% | -44.1% |
| 6M | -56.1% | -10.6% | -45.6% | -53.1% |
| YTD | +7.4% | +37.2% | -29.8% | -6.8% |
| 1Y | +17.4% | +48.0% | -30.6% | -1.6% |
| 3Y | +429.1% | +52.6% | +376.6% | +327.9% |
| All | +417.0% | +119.2% | +297.8% | +281.1% |
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 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