+296.6%
BN vs TAP
-47.7%
+344.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -0.3% | -6.3% | +6.0% | +2.1% |
| 30D | +13.6% | +2.7% | +10.9% | +12.4% |
| 3M | -6.7% | -3.7% | -2.9% | -5.7% |
| 6M | -9.0% | -2.0% | -6.9% | -9.1% |
| YTD | -8.8% | -12.3% | +3.6% | -5.7% |
| 1Y | -10.6% | -10.1% | -0.6% | -8.8% |
| 3Y | +98.8% | -25.3% | +124.0% | +114.7% |
| 5Y | +33.6% | -1.9% | +35.6% | +26.3% |
| All | +296.6% | -47.7% | +344.3% | +285.3% |
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