-45.4%
TE vs BP
+141.6%
-187.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.7% | -3.8% |
| 7D | +15.0% | +4.0% | +11.0% | +13.0% |
| 30D | -7.5% | +7.8% | -15.4% | -10.9% |
| 3M | -42.0% | +8.4% | -50.3% | -45.0% |
| 6M | -31.4% | +15.1% | -46.5% | -38.4% |
| YTD | -26.5% | +36.4% | -62.9% | -40.4% |
| 1Y | +153.1% | +40.9% | +112.2% | +99.1% |
| 3Y | -20.7% | +38.8% | -59.5% | -38.3% |
| 5Y | -45.4% | +141.1% | -186.5% | -63.0% |
| All | -45.4% | +141.6% | -187.0% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling