+204.2%
BP vs TCOM
+2,694.8%
-2,490.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +3.9% | -9.5% | +13.5% | +5.6% |
| 30D | +7.6% | -10.7% | +18.3% | +9.6% |
| 3M | +0.7% | -14.6% | +15.3% | +3.0% |
| 6M | +15.5% | -19.3% | +34.8% | +19.0% |
| YTD | +30.8% | -42.9% | +73.8% | +42.0% |
| 1Y | +34.3% | -43.8% | +78.1% | +45.9% |
| 3Y | +35.1% | +2.1% | +32.9% | +29.2% |
| 5Y | +126.8% | +31.2% | +95.6% | +97.9% |
| 10Y | +123.4% | -13.9% | +137.3% | +99.6% |
| All | +204.2% | +2,694.8% | -2,490.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling