+261.6%
BN vs TAP
-52.1%
+313.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.0% |
| 7D | -1.2% | -2.3% | +1.1% | -0.3% |
| 30D | -10.9% | -9.4% | -1.5% | -7.7% |
| 3M | -11.1% | -0.8% | -10.3% | -11.3% |
| 6M | -4.4% | -14.7% | +10.4% | +0.7% |
| YTD | -14.1% | -13.9% | -0.2% | -10.4% |
| 1Y | -11.1% | -18.6% | +7.6% | -5.6% |
| 3Y | +75.6% | -32.0% | +107.6% | +97.5% |
| 5Y | +35.8% | -1.0% | +36.8% | +27.6% |
| 10Y | +261.6% | -51.4% | +312.9% | +277.4% |
| All | +261.6% | -52.1% | +313.6% | +277.4% |
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