+101.4%
BP vs TRU
+238.0%
-136.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +2.0% |
| 7D | +3.9% | -6.8% | +10.7% | +5.6% |
| 30D | +7.6% | 0.0% | +7.6% | +7.4% |
| 3M | +0.7% | +13.3% | -12.6% | -3.3% |
| 6M | +15.5% | +3.4% | +12.1% | +12.7% |
| YTD | +30.8% | -6.4% | +37.2% | +30.2% |
| 1Y | +34.3% | -9.7% | +44.0% | +34.1% |
| 3Y | +35.1% | +0.1% | +34.9% | +24.1% |
| 5Y | +126.8% | -34.0% | +160.9% | +139.3% |
| 10Y | +123.4% | +147.9% | -24.5% | +41.6% |
| All | +101.4% | +238.0% | -136.6% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling