+133.9%
BP vs TTMI
+1,044.1%
-910.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.4% |
| 7D | +4.0% | +7.5% | -3.5% | +2.8% |
| 30D | +7.8% | -4.5% | +12.3% | +8.1% |
| 3M | +8.4% | -28.5% | +36.9% | +12.2% |
| 6M | +15.1% | +28.4% | -13.3% | +5.0% |
| YTD | +36.4% | +80.1% | -43.7% | +14.5% |
| 1Y | +40.9% | +161.0% | -120.1% | +7.1% |
| 3Y | +38.8% | +862.4% | -823.6% | -25.8% |
| 5Y | +141.1% | +812.9% | -671.8% | +24.4% |
| 10Y | +133.9% | +1,094.7% | -960.8% | +11.4% |
| All | +133.9% | +1,044.1% | -910.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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