+183.6%
BP vs TMF
-69.1%
+252.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | -11.2% | +2.7% | -13.9% | -10.8% |
| 30D | -0.7% | +19.3% | -20.0% | +2.4% |
| 3M | +9.8% | -3.7% | +13.5% | +9.4% |
| 6M | -1.6% | -11.3% | +9.7% | -2.9% |
| YTD | +33.5% | -16.6% | +50.1% | +30.7% |
| 1Y | +31.7% | -21.1% | +52.9% | +27.9% |
| 3Y | +45.1% | -26.8% | +72.0% | +43.1% |
| 5Y | +105.9% | -88.0% | +194.0% | +51.2% |
| 10Y | +134.4% | -84.7% | +219.1% | +96.3% |
| All | +183.6% | -69.1% | +252.7% | +216.3% |
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