-65.3%
TEAM vs BP
+103.6%
-168.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.8% | -16.1% |
| 7D | -19.8% | -11.6% | -8.2% | -18.4% |
| 30D | -21.5% | 0.0% | -21.6% | -21.6% |
| 3M | +39.5% | +6.7% | +32.8% | +37.7% |
| 6M | +73.1% | +2.2% | +70.9% | +71.5% |
| YTD | -5.2% | +33.0% | -38.2% | -12.6% |
| 1Y | -1.6% | +30.7% | -32.3% | -8.9% |
| 3Y | -11.4% | +44.2% | -55.6% | -21.4% |
| All | -65.3% | +103.6% | -168.9% | -72.8% |
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