-53.2%
TE vs BP
+61.7%
-114.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.0% | +3.9% | -7.9% | -5.0% |
| 30D | -15.9% | +7.6% | -23.5% | -17.7% |
| 3M | -60.5% | +0.7% | -61.2% | -60.9% |
| 6M | -35.2% | +15.5% | -50.7% | -38.9% |
| YTD | -31.1% | +30.8% | -62.0% | -37.3% |
| 1Y | +148.6% | +34.3% | +114.3% | +123.6% |
| 3Y | -26.4% | +35.1% | -61.5% | -34.3% |
| 5Y | -48.0% | +126.8% | -174.9% | -56.2% |
| All | -53.2% | +61.7% | -114.8% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling