+191.4%
BP vs TTMI
+504.4%
-313.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -0.6% |
| 7D | +3.9% | +5.9% | -1.9% | +3.1% |
| 30D | +7.6% | -4.3% | +11.9% | +7.8% |
| 3M | +0.7% | -32.0% | +32.7% | +4.1% |
| 6M | +15.5% | +19.5% | -4.0% | +9.4% |
| YTD | +30.8% | +82.0% | -51.2% | +16.4% |
| 1Y | +34.3% | +172.6% | -138.3% | +12.1% |
| 3Y | +35.1% | +744.7% | -709.6% | -5.3% |
| 5Y | +126.8% | +805.6% | -678.7% | +54.8% |
| 10Y | +123.4% | +1,057.6% | -934.2% | +44.2% |
| All | +191.4% | +504.4% | -313.0% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling