+33.2%
BP vs TMF
-30.5%
+63.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.4% |
| 7D | +3.8% | -9.3% | +13.1% | +0.4% |
| 30D | -5.3% | +1.9% | -7.2% | -4.4% |
| 3M | +9.3% | -11.2% | +20.5% | +4.0% |
| 6M | +7.2% | -17.7% | +24.9% | 0.0% |
| YTD | +38.0% | -24.5% | +62.5% | +26.4% |
| 1Y | +33.2% | -29.4% | +62.6% | +22.4% |
| All | +33.2% | -30.5% | +63.7% | +22.4% |
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