+136.2%
BP vs TDY
+39.0%
+97.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +5.2% | -1.1% | +6.4% | +5.5% |
| 30D | +8.7% | -12.0% | +20.8% | +12.1% |
| 3M | +9.3% | -3.2% | +12.5% | +9.8% |
| 6M | +13.6% | -7.9% | +21.4% | +15.2% |
| YTD | +37.7% | +18.2% | +19.4% | +29.2% |
| 1Y | +40.6% | +6.7% | +34.0% | +35.8% |
| 3Y | +40.3% | +47.5% | -7.2% | +20.5% |
| All | +136.2% | +39.0% | +97.2% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling