+36.0%
TSM vs BP
+35.3%
+0.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -2.9% |
| 7D | -10.0% | -8.4% | -1.6% | -11.3% |
| 30D | -18.5% | +2.2% | -20.8% | -18.0% |
| 3M | -4.9% | +8.8% | -13.7% | -3.2% |
| 6M | -1.0% | -0.5% | -0.4% | -0.1% |
| YTD | +31.3% | +36.2% | -5.0% | +30.0% |
| 1Y | +36.0% | +36.6% | -0.5% | +34.4% |
| All | +36.0% | +35.3% | +0.8% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling