+171.8%
BP vs TDY
+7,071.3%
-6,899.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.7% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +9.1% | -12.5% | +21.6% | +12.5% |
| 3M | +3.9% | -1.2% | +5.1% | +3.9% |
| 6M | +13.6% | -6.6% | +20.2% | +14.7% |
| YTD | +34.0% | +18.5% | +15.6% | +27.6% |
| 1Y | +39.2% | +10.8% | +28.4% | +34.4% |
| 3Y | +36.4% | +47.5% | -11.1% | +21.9% |
| 5Y | +135.8% | +35.8% | +100.0% | +113.2% |
| 10Y | +125.0% | +459.0% | -333.9% | +53.9% |
| All | +171.8% | +7,071.3% | -6,899.5% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling