+221.0%
BP vs TCOM
+2,868.4%
-2,647.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +3.8% | -1.8% | +5.6% | +4.1% |
| 30D | -5.3% | +12.1% | -17.4% | -7.2% |
| 3M | +9.3% | -3.2% | +12.5% | +9.5% |
| 6M | +7.2% | -16.6% | +23.9% | +9.8% |
| YTD | +38.0% | -39.4% | +77.4% | +48.0% |
| 1Y | +33.2% | -41.5% | +74.7% | +43.6% |
| 3Y | +50.3% | +24.4% | +25.9% | +39.1% |
| 5Y | +114.1% | +41.6% | +72.5% | +84.3% |
| 10Y | +140.7% | +6.5% | +134.2% | +107.9% |
| All | +221.0% | +2,868.4% | -2,647.4% | +71.4% |
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