+182.5%
BP vs TMF
-69.2%
+251.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | +1.2% | -12.8% | -11.4% |
| 30D | 0.0% | +19.7% | -19.7% | +3.2% |
| 3M | +6.7% | -2.1% | +8.8% | +6.6% |
| 6M | +2.2% | -13.4% | +15.6% | +0.3% |
| YTD | +33.0% | -16.7% | +49.7% | +30.2% |
| 1Y | +30.7% | -23.3% | +54.1% | +26.3% |
| 3Y | +44.2% | -24.8% | +69.0% | +42.8% |
| 5Y | +105.1% | -88.0% | +193.2% | +50.6% |
| 10Y | +133.5% | -84.7% | +218.2% | +95.5% |
| All | +182.5% | -69.2% | +251.7% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling