+135.7%
BP vs TMF
-81.8%
+217.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -0.8% | -3.4% | +2.6% | -1.3% |
| 30D | -3.1% | +11.5% | -14.6% | -1.5% |
| 3M | +6.2% | -4.5% | +10.7% | +5.6% |
| 6M | +4.8% | -15.0% | +19.8% | +2.8% |
| YTD | +35.2% | -19.9% | +55.0% | +31.9% |
| 1Y | +27.4% | -26.6% | +54.0% | +22.9% |
| 3Y | +49.8% | -29.8% | +79.6% | +47.2% |
| 5Y | +109.4% | -88.2% | +197.6% | +51.8% |
| 10Y | +135.7% | -81.4% | +217.1% | +82.1% |
| All | +135.7% | -81.8% | +217.5% | +82.1% |
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