+36.4%
BP vs TRU
-1.9%
+38.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +2.6% |
| 7D | +0.9% | -7.2% | +8.1% | +1.3% |
| 30D | +9.1% | -2.8% | +11.9% | +9.3% |
| 3M | +3.9% | +13.0% | -9.1% | +2.8% |
| 6M | +13.6% | +0.7% | +13.0% | +13.3% |
| YTD | +34.0% | -9.0% | +43.0% | +34.9% |
| 1Y | +39.2% | -16.3% | +55.5% | +41.2% |
| 3Y | +36.4% | -1.1% | +37.5% | +36.8% |
| All | +36.4% | -1.9% | +38.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling