+51.0%
BP vs TLN
+716.6%
-665.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +1.4% |
| 7D | -0.8% | +15.9% | -16.7% | -1.3% |
| 30D | -3.1% | -0.3% | -2.9% | -3.2% |
| 3M | +6.2% | +5.8% | +0.3% | +5.8% |
| 6M | +4.8% | -1.2% | +6.0% | +4.7% |
| YTD | +35.2% | +1.0% | +34.1% | +34.4% |
| 1Y | +27.4% | +1.1% | +26.3% | +26.5% |
| 3Y | +49.8% | +591.7% | -542.0% | +24.9% |
| All | +51.0% | +716.6% | -665.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling