+67.7%
T vs BP
+128.1%
-60.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.3% | +3.9% | -5.2% | -1.7% |
| 30D | +11.4% | +7.6% | +3.7% | +10.4% |
| 3M | +14.3% | +0.7% | +13.6% | +13.9% |
| 6M | -9.3% | +15.5% | -24.7% | -11.0% |
| YTD | +7.1% | +30.8% | -23.7% | +3.3% |
| 1Y | -9.1% | +34.3% | -43.4% | -12.7% |
| 3Y | +105.3% | +35.1% | +70.3% | +95.7% |
| All | +67.7% | +128.1% | -60.5% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling