+62.5%
T vs BP
+143.9%
-81.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.5% | +3.8% | -1.3% | +1.7% |
| 30D | -3.8% | -5.3% | +1.5% | -2.9% |
| 3M | -8.7% | +9.3% | -18.0% | -10.8% |
| 6M | -8.1% | +7.2% | -15.3% | -10.0% |
| YTD | -6.4% | +38.0% | -44.5% | -13.7% |
| 1Y | -9.8% | +33.2% | -43.0% | -16.2% |
| 3Y | +65.5% | +50.3% | +15.2% | +47.1% |
| 5Y | +57.0% | +114.1% | -57.1% | +23.7% |
| All | +62.5% | +143.9% | -81.4% | +30.1% |
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