+112.2%
BP vs TT
+136.9%
-24.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | +8.1% | -5.6% | +1.8% |
| 30D | -5.6% | -11.3% | +5.7% | -4.6% |
| 3M | +8.0% | -11.2% | +19.2% | +9.2% |
| 6M | +5.7% | -8.9% | +14.6% | +6.2% |
| YTD | +36.8% | +9.7% | +27.1% | +33.5% |
| 1Y | +30.7% | +1.3% | +29.5% | +29.0% |
| 3Y | +51.6% | +93.4% | -41.7% | +33.7% |
| 5Y | +112.2% | +133.5% | -21.3% | +67.7% |
| All | +112.2% | +136.9% | -24.6% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling