+802.2%
TTMI vs BHP
+112.0%
+690.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | +1.3% |
| 7D | +6.0% | -3.7% | +9.7% | +8.1% |
| 30D | -6.4% | -0.8% | -5.6% | -6.6% |
| 3M | -28.9% | +7.6% | -36.5% | -32.1% |
| 6M | +26.9% | +20.8% | +6.1% | +14.7% |
| YTD | +77.3% | +50.8% | +26.5% | +45.4% |
| 1Y | +147.5% | +70.9% | +76.6% | +92.4% |
| 3Y | +847.6% | +78.0% | +769.6% | +609.6% |
| 5Y | +802.2% | +113.1% | +689.1% | +554.8% |
| All | +802.2% | +112.0% | +690.2% | +554.8% |
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