+188.0%
BP vs TPR
+7,380.8%
-7,192.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -2.3% | +6.2% | +4.5% |
| 30D | +7.6% | -23.0% | +30.6% | +13.8% |
| 3M | +0.7% | -12.5% | +13.2% | +2.9% |
| 6M | +15.5% | -21.4% | +36.9% | +20.0% |
| YTD | +30.8% | -3.5% | +34.3% | +28.8% |
| 1Y | +34.3% | +17.4% | +17.0% | +25.2% |
| 3Y | +35.1% | +291.3% | -256.2% | -10.0% |
| 5Y | +126.8% | +241.9% | -115.1% | +50.5% |
| 10Y | +123.4% | +322.7% | -199.3% | +26.2% |
| All | +188.0% | +7,380.8% | -7,192.8% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling