+11,954.4%
TSM vs BP
+282.0%
+11,672.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -7.6% | -11.6% | +4.1% | -3.1% |
| 30D | -20.5% | 0.0% | -20.5% | -20.8% |
| 3M | -10.0% | +6.7% | -16.7% | -12.8% |
| 6M | -10.1% | +2.2% | -12.2% | -12.1% |
| YTD | +24.5% | +33.0% | -8.5% | +8.2% |
| 1Y | +31.2% | +30.7% | +0.5% | +14.5% |
| 3Y | +322.0% | +44.2% | +277.8% | +248.7% |
| 5Y | +245.3% | +105.1% | +140.1% | +140.6% |
| 10Y | +1,465.8% | +133.5% | +1,332.3% | +845.3% |
| All | +11,954.4% | +282.0% | +11,672.4% | +5,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling