+54.1%
T vs BP
+132.1%
-78.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.7% | -6.9% | +8.6% | +3.2% |
| 30D | -1.7% | -3.6% | +1.9% | -1.2% |
| 3M | -7.3% | +8.4% | -15.8% | -9.2% |
| 6M | -11.2% | +5.3% | -16.5% | -12.7% |
| YTD | -8.1% | +33.2% | -41.2% | -14.6% |
| 1Y | -8.0% | +28.2% | -36.2% | -13.9% |
| 3Y | +62.1% | +49.2% | +12.9% | +44.2% |
| 5Y | +55.7% | +102.9% | -47.2% | +24.3% |
| 10Y | +54.1% | +127.7% | -73.6% | +22.3% |
| All | +54.1% | +132.1% | -78.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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