+199.8%
BP vs TRI
+561.6%
-361.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +2.7% |
| 7D | +3.9% | -0.5% | +4.5% | +3.9% |
| 30D | +7.6% | +7.9% | -0.3% | +3.9% |
| 3M | +0.7% | +24.1% | -23.4% | -10.0% |
| 6M | +15.5% | +3.8% | +11.7% | +9.7% |
| YTD | +30.8% | -16.9% | +47.7% | +34.3% |
| 1Y | +34.3% | -38.4% | +72.7% | +57.2% |
| 3Y | +35.1% | -12.2% | +47.3% | +29.3% |
| 5Y | +126.8% | -1.8% | +128.6% | +100.6% |
| 10Y | +123.4% | +207.6% | -84.3% | +7.6% |
| All | +199.8% | +561.6% | -361.9% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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