+130.2%
BP vs TPR
+383.4%
-253.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -11.6% | +14.2% | -25.8% | -14.6% |
| 30D | 0.0% | +17.1% | -17.0% | -4.0% |
| 3M | +6.7% | -17.7% | +24.5% | +10.8% |
| 6M | +2.2% | -10.2% | +12.3% | +3.1% |
| YTD | +33.0% | +4.9% | +28.1% | +27.3% |
| 1Y | +30.7% | +36.1% | -5.4% | +16.3% |
| 3Y | +44.2% | +416.5% | -372.3% | -16.6% |
| 5Y | +105.1% | +254.8% | -149.6% | +27.1% |
| All | +130.2% | +383.4% | -253.2% | +11.4% |
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 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