+141.1%
BP vs TTMI
+806.9%
-665.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +2.1% |
| 7D | +4.0% | +7.5% | -3.5% | +3.4% |
| 30D | +7.8% | -4.5% | +12.3% | +8.0% |
| 3M | +8.4% | -28.5% | +36.9% | +10.4% |
| 6M | +15.1% | +28.4% | -13.3% | +9.3% |
| YTD | +36.4% | +80.1% | -43.7% | +23.1% |
| 1Y | +40.9% | +161.0% | -120.1% | +19.3% |
| 3Y | +38.8% | +862.4% | -823.6% | -6.3% |
| 5Y | +141.1% | +812.9% | -671.8% | +59.7% |
| All | +141.1% | +806.9% | -665.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling