+127.0%
BP vs TMF
-82.2%
+209.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | -0.6% |
| 7D | -6.3% | -1.1% | -5.3% | -6.4% |
| 30D | -3.6% | +11.8% | -15.4% | -1.9% |
| 3M | +5.2% | -4.0% | +9.3% | +4.8% |
| 6M | +5.3% | -16.5% | +21.8% | +3.1% |
| YTD | +33.1% | -19.9% | +53.0% | +29.9% |
| 1Y | +26.3% | -25.6% | +51.9% | +22.0% |
| 3Y | +47.5% | -29.9% | +77.4% | +45.0% |
| 5Y | +106.2% | -88.2% | +194.4% | +49.5% |
| 10Y | +127.0% | -81.7% | +208.7% | +74.2% |
| All | +127.0% | -82.2% | +209.2% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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