+36.6%
BP vs TPR
+20.9%
+15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.5% | -7.7% | -3.7% |
| 7D | -8.4% | +12.6% | -21.0% | -7.0% |
| 30D | +2.2% | +7.1% | -4.9% | +3.2% |
| 3M | +8.8% | -19.4% | +28.1% | +6.7% |
| 6M | -0.5% | -9.7% | +9.2% | -0.1% |
| YTD | +36.2% | -1.0% | +37.2% | +37.2% |
| 1Y | +36.6% | +19.3% | +17.3% | +35.4% |
| All | +36.6% | +20.9% | +15.7% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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