+5,439.7%
TTWO vs BHP
+3,207.4%
+2,232.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.3% | +8.1% | +4.3% |
| 7D | +1.3% | -3.7% | +5.0% | +2.4% |
| 30D | -13.4% | -0.8% | -12.5% | -13.4% |
| 3M | +3.1% | +7.6% | -4.5% | +0.2% |
| 6M | +3.8% | +20.8% | -17.0% | -3.3% |
| YTD | -15.3% | +50.8% | -66.0% | -26.3% |
| 1Y | -11.1% | +70.9% | -82.0% | -25.8% |
| 3Y | +52.0% | +78.0% | -26.0% | +23.3% |
| 5Y | +40.9% | +113.1% | -72.1% | +5.4% |
| 10Y | +407.6% | +483.0% | -75.4% | +161.7% |
| All | +5,439.7% | +3,207.4% | +2,232.3% | +1,521.9% |
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