+1,872.1%
T vs BP
+1,327.5%
+544.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.1% |
| 7D | -1.3% | +3.9% | -5.2% | -2.3% |
| 30D | +11.4% | +7.6% | +3.7% | +9.2% |
| 3M | +14.3% | +0.7% | +13.6% | +13.7% |
| 6M | -9.3% | +15.5% | -24.7% | -13.2% |
| YTD | +7.1% | +30.8% | -23.7% | -1.1% |
| 1Y | -9.1% | +34.3% | -43.4% | -16.9% |
| 3Y | +105.3% | +35.1% | +70.3% | +84.0% |
| 5Y | +66.8% | +126.8% | -60.0% | +26.3% |
| 10Y | +66.8% | +123.4% | -56.6% | +19.9% |
| All | +1,872.1% | +1,327.5% | +544.6% | +774.7% |
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 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