+330.4%
TSM vs BP
+51.6%
+278.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +6.2% | +3.8% | +2.4% | +5.6% |
| 30D | -7.3% | -5.3% | -2.0% | -6.6% |
| 3M | -7.1% | +9.3% | -16.4% | -8.8% |
| 6M | +0.2% | +7.2% | -7.0% | -1.3% |
| YTD | +32.2% | +38.0% | -5.8% | +17.7% |
| 1Y | +42.8% | +33.2% | +9.6% | +28.6% |
| 3Y | +330.4% | +50.3% | +280.1% | +264.5% |
| All | +330.4% | +51.6% | +278.8% | +264.5% |
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