+1,335.7%
BP vs TT
+16,138.6%
-14,802.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | +7.6% | -7.4% | +15.0% | +9.9% |
| 3M | +0.7% | -3.2% | +3.9% | +1.0% |
| 6M | +15.5% | +1.1% | +14.4% | +13.6% |
| YTD | +30.8% | +15.6% | +15.2% | +23.6% |
| 1Y | +34.3% | +9.2% | +25.1% | +28.6% |
| 3Y | +35.1% | +124.4% | -89.3% | +2.0% |
| 5Y | +126.8% | +138.0% | -11.2% | +64.9% |
| 10Y | +123.4% | +886.4% | -763.0% | +6.8% |
| All | +1,335.7% | +16,138.6% | -14,802.9% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling