+134.1%
BP vs TNA
+86.1%
+48.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.2% |
| 7D | +5.2% | -7.3% | +12.5% | +6.9% |
| 30D | +8.7% | -14.2% | +22.9% | +12.1% |
| 3M | +9.3% | -4.6% | +13.9% | +9.4% |
| 6M | +13.6% | +36.9% | -23.4% | +2.6% |
| YTD | +37.7% | +42.5% | -4.9% | +22.2% |
| 1Y | +40.6% | +45.8% | -5.1% | +22.6% |
| 3Y | +40.3% | +104.7% | -64.3% | +0.9% |
| 5Y | +141.4% | -21.7% | +163.1% | +99.4% |
| All | +134.1% | +86.1% | +48.1% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling