+18.3%
TMO vs BP
+38.8%
-20.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -2.5% | +5.7% | -8.2% | -3.1% |
| 30D | -0.3% | +8.1% | -8.4% | -1.3% |
| 3M | +25.3% | +8.6% | +16.6% | +24.1% |
| 6M | +20.9% | +18.1% | +2.7% | +16.9% |
| YTD | +4.3% | +37.6% | -33.3% | -2.6% |
| 1Y | +27.0% | +39.4% | -12.4% | +18.0% |
| All | +18.3% | +38.8% | -20.6% | +4.5% |
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 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