-9.8%
T vs BP
+31.6%
-41.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +2.5% | +3.8% | -1.3% | +2.3% |
| 30D | -3.8% | -5.3% | +1.5% | -3.6% |
| 3M | -8.7% | +9.3% | -18.0% | -9.8% |
| 6M | -8.1% | +7.2% | -15.3% | -9.7% |
| YTD | -6.4% | +38.0% | -44.5% | -9.2% |
| 1Y | -9.8% | +33.2% | -43.0% | -12.3% |
| All | -9.8% | +31.6% | -41.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling