+1,753.6%
TSM vs BP
+126.3%
+1,627.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +1.6% |
| 7D | +6.0% | +0.9% | +5.1% | +5.7% |
| 30D | +4.5% | +9.1% | -4.6% | +1.7% |
| 3M | +3.1% | +3.9% | -0.8% | +1.3% |
| 6M | +30.2% | +13.6% | +16.6% | +23.2% |
| YTD | +45.2% | +34.0% | +11.2% | +29.5% |
| 1Y | +79.6% | +39.2% | +40.4% | +57.7% |
| 3Y | +411.0% | +36.4% | +374.6% | +345.1% |
| 5Y | +290.7% | +135.8% | +154.9% | +177.4% |
| 10Y | +1,753.6% | +125.0% | +1,628.6% | +1,205.5% |
| All | +1,753.6% | +126.3% | +1,627.3% | +1,205.5% |
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