+30.7%
BP vs TMF
-22.9%
+53.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | +1.2% | -12.8% | -11.2% |
| 30D | 0.0% | +19.7% | -19.7% | +6.9% |
| 3M | +6.7% | -2.1% | +8.8% | +5.2% |
| 6M | +2.2% | -13.4% | +15.6% | -2.7% |
| YTD | +33.0% | -16.7% | +49.7% | +26.1% |
| 1Y | +30.7% | -23.3% | +54.1% | +24.2% |
| All | +30.7% | -22.9% | +53.6% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling