+135.7%
BP vs TT
+748.9%
-613.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.2% |
| 7D | -0.8% | +3.5% | -4.3% | -1.9% |
| 30D | -3.1% | -11.0% | +7.9% | +0.3% |
| 3M | +6.2% | -12.0% | +18.2% | +10.2% |
| 6M | +4.8% | -10.4% | +15.2% | +7.2% |
| YTD | +35.2% | +9.9% | +25.2% | +27.0% |
| 1Y | +27.4% | +1.5% | +26.0% | +23.2% |
| 3Y | +49.8% | +93.7% | -44.0% | +6.6% |
| 5Y | +109.4% | +139.2% | -29.8% | +30.3% |
| 10Y | +135.7% | +741.5% | -605.8% | -18.7% |
| All | +135.7% | +748.9% | -613.2% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling