+34.3%
BP vs TNA
+70.0%
-35.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.6% |
| 7D | +3.9% | -0.1% | +4.0% | +4.0% |
| 30D | +7.6% | -4.9% | +12.5% | +7.3% |
| 3M | +0.7% | +0.4% | +0.3% | +0.9% |
| 6M | +15.5% | +32.5% | -17.0% | +17.0% |
| YTD | +30.8% | +53.7% | -22.9% | +30.8% |
| 1Y | +34.3% | +65.1% | -30.8% | +33.9% |
| All | +34.3% | +70.0% | -35.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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