+142.2%
BP vs TMF
-82.1%
+224.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.7% |
| 7D | +3.8% | -9.3% | +13.1% | +2.3% |
| 30D | -5.3% | +1.9% | -7.2% | -4.9% |
| 3M | +9.3% | -11.2% | +20.5% | +7.6% |
| 6M | +7.2% | -17.7% | +24.9% | +4.7% |
| YTD | +38.0% | -24.5% | +62.5% | +33.6% |
| 1Y | +33.2% | -29.4% | +62.6% | +27.7% |
| 3Y | +50.3% | -33.4% | +83.7% | +46.6% |
| 5Y | +114.1% | -88.7% | +202.8% | +54.3% |
| All | +142.2% | -82.1% | +224.3% | +86.5% |
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