+178.0%
BP vs TMF
-68.9%
+246.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.6% |
| 7D | +3.9% | -1.4% | +5.4% | +3.7% |
| 30D | +7.6% | -2.8% | +10.4% | +7.2% |
| 3M | +0.7% | -10.9% | +11.6% | -0.9% |
| 6M | +15.5% | -21.3% | +36.8% | +11.6% |
| YTD | +30.8% | -15.9% | +46.7% | +28.1% |
| 1Y | +34.3% | -15.7% | +50.0% | +31.8% |
| 3Y | +35.1% | -43.4% | +78.4% | +27.5% |
| 5Y | +126.8% | -87.8% | +214.6% | +67.6% |
| 10Y | +123.4% | -86.7% | +210.1% | +81.8% |
| All | +178.0% | -68.9% | +246.8% | +210.0% |
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