+285.2%
BN vs TAP
-49.5%
+334.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.3% |
| 7D | +3.6% | -7.8% | +11.5% | +6.8% |
| 30D | +15.9% | +7.1% | +8.7% | +12.8% |
| 3M | -2.3% | -7.0% | +4.7% | 0.0% |
| 6M | -8.4% | -3.8% | -4.6% | -7.9% |
| YTD | -5.9% | -11.7% | +5.8% | -3.0% |
| 1Y | -5.6% | -10.1% | +4.5% | -3.6% |
| 3Y | +104.2% | -23.7% | +127.9% | +118.8% |
| 5Y | +35.5% | +2.9% | +32.6% | +25.5% |
| 10Y | +285.2% | -49.5% | +334.7% | +285.4% |
| All | +285.2% | -49.5% | +334.7% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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