+1,579.9%
T vs BP
+1,351.0%
+228.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.0% | -11.6% | +12.7% | +4.2% |
| 30D | -10.6% | 0.0% | -10.7% | -10.9% |
| 3M | -7.7% | +6.7% | -14.5% | -9.7% |
| 6M | -13.3% | +2.2% | -15.5% | -14.4% |
| YTD | -8.8% | +33.0% | -41.7% | -16.4% |
| 1Y | -8.4% | +30.7% | -39.1% | -15.8% |
| 3Y | +59.6% | +44.2% | +15.5% | +40.3% |
| 5Y | +52.1% | +105.1% | -53.1% | +18.2% |
| 10Y | +56.9% | +133.5% | -76.7% | +11.2% |
| All | +1,579.9% | +1,351.0% | +228.9% | +639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling