+142.2%
BP vs TPR
+364.3%
-222.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -5.3% | +15.1% | -20.4% | -8.8% |
| 3M | +9.3% | +3.5% | +5.7% | +7.7% |
| 6M | +7.2% | +0.4% | +6.8% | +5.4% |
| YTD | +38.0% | +4.6% | +33.4% | +32.2% |
| 1Y | +33.2% | +33.1% | +0.1% | +19.3% |
| 3Y | +50.3% | +396.0% | -345.7% | -12.1% |
| 5Y | +114.1% | +230.3% | -116.2% | +35.7% |
| All | +142.2% | +364.3% | -222.1% | +15.2% |
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