+68.4%
T vs BP
+132.0%
-63.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.1% |
| 7D | -3.1% | +4.0% | -7.1% | -3.9% |
| 30D | +4.6% | +7.8% | -3.3% | +2.8% |
| 3M | +12.2% | +8.4% | +3.9% | +10.0% |
| 6M | -6.5% | +15.1% | -21.5% | -9.7% |
| YTD | +4.9% | +36.4% | -31.5% | -2.8% |
| 1Y | -10.5% | +40.9% | -51.4% | -17.8% |
| 3Y | +104.6% | +38.8% | +65.7% | +85.7% |
| 5Y | +64.2% | +141.1% | -76.9% | +25.3% |
| 10Y | +68.4% | +133.9% | -65.5% | +29.7% |
| All | +68.4% | +132.0% | -63.6% | +29.7% |
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