+148.6%
TE vs BP
+34.1%
+114.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.5% |
| 7D | -4.0% | +3.9% | -7.9% | -2.8% |
| 30D | -15.9% | +7.6% | -23.5% | -14.1% |
| 3M | -60.5% | +0.7% | -61.2% | -59.6% |
| 6M | -35.2% | +15.5% | -50.7% | -35.9% |
| YTD | -31.1% | +30.8% | -62.0% | -33.1% |
| 1Y | +148.6% | +34.3% | +114.3% | +147.5% |
| All | +148.6% | +34.1% | +114.5% | +147.5% |
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