+1,003.0%
BE vs TNA
-22.4%
+1,025.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.0% |
| 7D | +9.0% | -7.3% | +16.3% | +14.2% |
| 30D | +16.3% | -14.2% | +30.4% | +27.6% |
| 3M | +10.8% | -4.6% | +15.4% | +15.9% |
| 6M | +73.2% | +36.9% | +36.3% | +46.3% |
| YTD | +217.4% | +42.5% | +174.8% | +164.2% |
| 1Y | +309.8% | +45.8% | +264.0% | +241.2% |
| 3Y | +1,726.2% | +104.7% | +1,621.5% | +991.7% |
| 5Y | +1,306.2% | -21.7% | +1,327.9% | +1,247.5% |
| All | +1,003.0% | -22.4% | +1,025.4% | +526.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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