+1,598.5%
TSM vs BP
+124.7%
+1,473.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | -6.3% | +4.3% | -0.1% |
| 30D | -12.5% | -3.6% | -8.9% | -11.7% |
| 3M | -5.0% | +5.2% | -10.2% | -6.9% |
| 6M | -3.2% | +5.3% | -8.5% | -5.8% |
| YTD | +31.5% | +33.1% | -1.6% | +17.1% |
| 1Y | +35.7% | +26.3% | +9.4% | +22.8% |
| 3Y | +323.5% | +47.5% | +276.0% | +258.8% |
| 5Y | +263.4% | +106.2% | +157.2% | +169.7% |
| 10Y | +1,598.5% | +127.0% | +1,471.6% | +1,148.5% |
| All | +1,598.5% | +124.7% | +1,473.8% | +1,148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling