+135.7%
BP vs TPR
+378.8%
-243.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -0.8% | +6.4% | -7.2% | -2.3% |
| 30D | -3.1% | +13.8% | -16.9% | -6.4% |
| 3M | +6.2% | -16.6% | +22.8% | +9.9% |
| 6M | +4.8% | +0.7% | +4.1% | +2.9% |
| YTD | +35.2% | +5.3% | +29.8% | +29.2% |
| 1Y | +27.4% | +32.4% | -4.9% | +14.3% |
| 3Y | +49.8% | +406.4% | -356.6% | -12.9% |
| 5Y | +109.4% | +227.9% | -118.5% | +33.2% |
| 10Y | +135.7% | +371.7% | -236.0% | +12.9% |
| All | +135.7% | +378.8% | -243.1% | +12.9% |
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