+109.4%
BP vs TCOM
+43.1%
+66.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -0.8% | +2.2% | -2.9% | -1.0% |
| 30D | -3.1% | +12.5% | -15.7% | -4.6% |
| 3M | +6.2% | -5.6% | +11.8% | +6.8% |
| 6M | +4.8% | -16.5% | +21.3% | +6.8% |
| YTD | +35.2% | -39.4% | +74.5% | +42.9% |
| 1Y | +27.4% | -41.0% | +68.4% | +35.1% |
| 3Y | +49.8% | +29.2% | +20.5% | +40.2% |
| 5Y | +109.4% | +41.6% | +67.8% | +95.3% |
| All | +109.4% | +43.1% | +66.3% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling