+36.6%
BP vs TT
-6.5%
+43.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -4.4% |
| 7D | -8.4% | -8.5% | +0.1% | -9.3% |
| 30D | +2.2% | -12.8% | +15.0% | +0.7% |
| 3M | +8.8% | -12.9% | +21.7% | +7.4% |
| 6M | -0.5% | -15.2% | +14.7% | -1.3% |
| YTD | +36.2% | +6.2% | +30.0% | +31.9% |
| 1Y | +36.6% | -4.5% | +41.1% | +32.6% |
| All | +36.6% | -6.5% | +43.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling