+48.8%
BP vs TLN
+683.0%
-634.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -0.1% |
| 7D | -6.9% | +9.1% | -15.9% | -7.1% |
| 30D | -3.6% | -4.1% | +0.5% | -3.5% |
| 3M | +8.4% | +4.4% | +4.0% | +8.1% |
| 6M | +5.3% | -6.0% | +11.4% | +5.4% |
| YTD | +33.2% | -3.1% | +36.3% | +32.6% |
| 1Y | +28.2% | -6.1% | +34.2% | +27.8% |
| 3Y | +49.2% | +575.3% | -526.1% | +24.5% |
| All | +48.8% | +683.0% | -634.3% | +21.6% |
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