+36.4%
BP vs TTMI
+857.4%
-821.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.5% | +2.3% |
| 7D | +0.9% | +12.2% | -11.2% | +0.4% |
| 30D | +9.1% | -5.7% | +14.9% | +9.3% |
| 3M | +3.9% | -27.5% | +31.4% | +5.2% |
| 6M | +13.6% | +47.1% | -33.5% | +8.2% |
| YTD | +34.0% | +87.5% | -53.4% | +23.5% |
| 1Y | +39.2% | +175.2% | -136.0% | +21.0% |
| 3Y | +36.4% | +901.9% | -865.5% | +1.1% |
| All | +36.4% | +857.4% | -821.0% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling