+196.5%
BP vs TTMI
+247.6%
-51.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | -6.3% | -11.5% | +5.2% | -5.2% |
| 30D | -3.6% | -40.3% | +36.7% | +1.2% |
| 3M | +5.2% | -44.5% | +49.7% | +10.7% |
| 6M | +5.3% | -54.1% | +59.4% | +11.8% |
| YTD | +33.1% | +4.7% | +28.4% | +24.5% |
| 1Y | +26.3% | +3.3% | +22.9% | +17.6% |
| 3Y | +47.5% | +407.2% | -359.7% | +8.5% |
| 5Y | +106.2% | +406.5% | -300.4% | +48.5% |
| 10Y | +127.0% | +420.4% | -293.4% | +58.8% |
| All | +196.5% | +247.6% | -51.0% | +69.7% |
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 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