-80.5%
TE vs BP
+70.6%
-151.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -19.1% | +3.8% | -22.9% | -19.8% |
| 30D | -34.1% | -5.3% | -28.8% | -33.4% |
| 3M | -60.1% | +9.3% | -69.4% | -61.2% |
| 6M | -66.0% | +7.2% | -73.2% | -67.0% |
| YTD | -71.4% | +38.0% | -109.4% | -74.4% |
| 1Y | -45.3% | +33.2% | -78.5% | -50.7% |
| 3Y | +9.1% | +50.3% | -41.1% | -5.1% |
| 5Y | -82.6% | +114.1% | -196.7% | -85.5% |
| All | -80.5% | +70.6% | -151.1% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling