+443.1%
TTMI vs BHP
+3,484.2%
-3,041.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.2% | +9.0% |
| 7D | +5.9% | -2.9% | +8.8% | +7.5% |
| 30D | -4.3% | +3.4% | -7.7% | -6.6% |
| 3M | -32.0% | +4.1% | -36.1% | -33.6% |
| 6M | +19.5% | +20.6% | -1.1% | +8.9% |
| YTD | +82.0% | +56.1% | +26.0% | +44.9% |
| 1Y | +172.6% | +69.6% | +103.0% | +108.0% |
| 3Y | +744.7% | +78.8% | +665.8% | +515.1% |
| 5Y | +805.6% | +113.1% | +692.5% | +474.4% |
| 10Y | +1,057.6% | +505.9% | +551.7% | +295.2% |
| All | +443.1% | +3,484.2% | -3,041.1% | -48.1% |
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 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