+125.0%
BP vs TMF
-86.8%
+211.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +0.9% | +1.0% | -0.1% | +1.1% |
| 30D | +9.1% | -1.8% | +11.0% | +8.9% |
| 3M | +3.9% | -8.2% | +12.2% | +2.9% |
| 6M | +13.6% | -19.5% | +33.1% | +10.7% |
| YTD | +34.0% | -16.0% | +50.0% | +31.6% |
| 1Y | +39.2% | -22.5% | +61.7% | +35.4% |
| 3Y | +36.4% | -42.3% | +78.7% | +30.2% |
| 5Y | +135.8% | -87.7% | +223.5% | +74.1% |
| 10Y | +125.0% | -86.5% | +211.5% | +79.7% |
| All | +125.0% | -86.8% | +211.8% | +79.7% |
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