+1,360.9%
BP vs TT
+15,156.8%
-13,795.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.3% | +0.8% | -7.1% | -6.6% |
| 30D | -3.6% | -11.8% | +8.2% | -0.4% |
| 3M | +5.2% | -11.6% | +16.8% | +8.5% |
| 6M | +5.3% | -9.3% | +14.6% | +7.0% |
| YTD | +33.1% | +8.9% | +24.2% | +27.4% |
| 1Y | +26.3% | -2.2% | +28.5% | +24.6% |
| 3Y | +47.5% | +91.9% | -44.4% | +16.9% |
| 5Y | +106.2% | +136.0% | -29.8% | +49.7% |
| 10Y | +127.0% | +734.7% | -607.8% | +13.4% |
| All | +1,360.9% | +15,156.8% | -13,795.9% | +274.8% |
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