+50.3%
BP vs TLN
+580.6%
-530.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.0% |
| 7D | +3.8% | +11.0% | -7.2% | +3.4% |
| 30D | -5.3% | +4.9% | -10.2% | -5.5% |
| 3M | +9.3% | +4.9% | +4.3% | +8.9% |
| 6M | +7.2% | +7.1% | +0.1% | +6.7% |
| YTD | +38.0% | +0.3% | +37.7% | +37.3% |
| 1Y | +33.2% | +5.9% | +27.3% | +31.8% |
| 3Y | +50.3% | +578.5% | -528.2% | +22.9% |
| All | +50.3% | +580.6% | -530.3% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling