+36.6%
BP vs TDY
+22.9%
+13.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.8% | +0.6% | -4.0% |
| 7D | -8.4% | -5.0% | -3.4% | -8.3% |
| 30D | +2.2% | +2.0% | +0.2% | +2.4% |
| 3M | +8.8% | -7.7% | +16.5% | +9.2% |
| 6M | -0.5% | -0.9% | +0.4% | -0.5% |
| YTD | +36.2% | +23.7% | +12.5% | +27.8% |
| 1Y | +36.6% | +23.6% | +12.9% | +28.2% |
| All | +36.6% | +22.9% | +13.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling