+637.6%
TEAM vs BP
+161.5%
+476.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -17.2% | -6.9% | -10.3% | -16.4% |
| 30D | -25.1% | -3.6% | -21.5% | -24.8% |
| 3M | +3.9% | +8.4% | -4.5% | +2.6% |
| 6M | +69.1% | +5.3% | +63.8% | +67.1% |
| YTD | -4.5% | +33.2% | -37.6% | -9.6% |
| 1Y | -1.9% | +28.2% | -30.0% | -6.6% |
| 3Y | -9.3% | +49.2% | -58.6% | -16.5% |
| 5Y | -65.2% | +102.9% | -168.0% | -69.5% |
| 10Y | +467.0% | +127.7% | +339.3% | +386.8% |
| All | +637.6% | +161.5% | +476.1% | +503.5% |
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