+127.0%
BP vs TPR
+386.9%
-259.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -6.3% | +12.1% | -18.4% | -9.0% |
| 30D | -3.6% | +16.7% | -20.3% | -7.4% |
| 3M | +5.2% | -17.4% | +22.6% | +9.2% |
| 6M | +5.3% | +2.3% | +3.0% | +3.1% |
| YTD | +33.1% | +7.1% | +26.0% | +26.8% |
| 1Y | +26.3% | +29.5% | -3.2% | +14.0% |
| 3Y | +47.5% | +415.0% | -367.5% | -14.5% |
| 5Y | +106.2% | +261.5% | -155.3% | +27.1% |
| 10Y | +127.0% | +383.3% | -256.4% | +8.5% |
| All | +127.0% | +386.9% | -259.9% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling