+44.2%
BP vs TT
+89.7%
-45.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | -11.6% | -2.0% | -9.6% | -11.5% |
| 30D | 0.0% | -14.0% | +14.1% | +0.7% |
| 3M | +6.7% | -15.9% | +22.6% | +7.6% |
| 6M | +2.2% | -17.3% | +19.5% | +3.1% |
| YTD | +33.0% | +4.0% | +29.0% | +29.9% |
| 1Y | +30.7% | -7.1% | +37.8% | +29.7% |
| 3Y | +44.2% | +90.2% | -46.0% | +34.3% |
| All | +44.2% | +89.7% | -45.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling