-25.8%
TE vs BP
+35.3%
-61.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -4.9% |
| 7D | +3.8% | -8.4% | +12.2% | +0.7% |
| 30D | -26.2% | +2.2% | -28.4% | -25.4% |
| 3M | -49.7% | +8.8% | -58.5% | -47.9% |
| 6M | -46.5% | -0.5% | -46.0% | -43.8% |
| YTD | -59.1% | +36.2% | -95.3% | -61.4% |
| 1Y | -25.8% | +36.6% | -62.4% | -41.3% |
| All | -25.8% | +35.3% | -61.1% | -41.3% |
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