+289.2%
BN vs TAP
-48.8%
+338.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.5% |
| 7D | +4.3% | -4.5% | +8.8% | +6.1% |
| 30D | +14.3% | +7.5% | +6.8% | +11.2% |
| 3M | -4.1% | -4.9% | +0.8% | -2.6% |
| 6M | -9.7% | -3.5% | -6.2% | -9.2% |
| YTD | -7.1% | -11.4% | +4.3% | -4.4% |
| 1Y | -7.4% | -10.8% | +3.4% | -5.2% |
| 3Y | +102.3% | -24.5% | +126.8% | +117.7% |
| 5Y | +35.9% | +2.5% | +33.5% | +26.2% |
| 10Y | +289.2% | -47.6% | +336.8% | +280.5% |
| All | +289.2% | -48.8% | +338.0% | +280.5% |
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