+103.9%
BP vs TPR
+253.5%
-149.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -11.6% | +14.2% | -25.8% | -13.1% |
| 30D | 0.0% | +17.1% | -17.0% | -2.0% |
| 3M | +6.7% | -17.7% | +24.5% | +9.1% |
| 6M | +2.2% | -10.2% | +12.3% | +2.8% |
| YTD | +33.0% | +4.9% | +28.1% | +29.6% |
| 1Y | +30.7% | +36.1% | -5.4% | +21.3% |
| 3Y | +44.2% | +416.5% | -372.3% | -1.7% |
| All | +103.9% | +253.5% | -149.6% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling