+176.0%
BP vs TNA
+781.2%
-605.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +3.8% | +3.7% | +0.1% | +2.8% |
| 30D | -5.3% | +4.4% | -9.7% | -6.9% |
| 3M | +9.3% | -26.7% | +35.9% | +15.9% |
| 6M | +7.2% | -12.8% | +20.1% | +7.7% |
| YTD | +38.0% | +22.7% | +15.4% | +25.3% |
| 1Y | +33.2% | +35.7% | -2.5% | +17.4% |
| 3Y | +50.3% | +134.6% | -84.3% | +4.0% |
| 5Y | +114.1% | -46.0% | +160.1% | +91.7% |
| 10Y | +140.7% | +38.0% | +102.7% | +34.1% |
| All | +176.0% | +781.2% | -605.1% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling