-19.1%
TE vs BP
+37.6%
-56.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.7% | -3.8% |
| 7D | +15.0% | +4.0% | +11.0% | +12.9% |
| 30D | -7.5% | +7.8% | -15.4% | -11.2% |
| 3M | -42.0% | +8.4% | -50.3% | -45.1% |
| 6M | -31.4% | +15.1% | -46.5% | -40.0% |
| YTD | -26.5% | +36.4% | -62.9% | -44.6% |
| 1Y | +153.1% | +40.9% | +112.2% | +81.9% |
| All | -19.1% | +37.6% | -56.7% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling