+134.1%
BP vs TCOM
-9.8%
+144.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.2% | -4.9% | +10.1% | +6.2% |
| 30D | +8.7% | -14.4% | +23.1% | +11.9% |
| 3M | +9.3% | -17.7% | +27.0% | +13.1% |
| 6M | +13.6% | -25.1% | +38.7% | +19.4% |
| YTD | +37.7% | -45.7% | +83.4% | +53.3% |
| 1Y | +40.6% | -47.9% | +88.5% | +57.7% |
| 3Y | +40.3% | +8.9% | +31.4% | +29.7% |
| 5Y | +141.4% | +26.9% | +114.6% | +102.7% |
| All | +134.1% | -9.8% | +144.0% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling