+38.3%
BN vs TAP
+2.2%
+36.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -1.8% |
| 30D | -9.5% | -2.1% | -7.4% | -9.0% |
| 3M | -10.4% | +6.6% | -17.0% | -12.5% |
| 6M | -6.4% | -11.5% | +5.1% | -3.3% |
| YTD | -11.9% | -10.3% | -1.6% | -9.9% |
| 1Y | -8.6% | -14.4% | +5.8% | -5.4% |
| 3Y | +77.6% | -28.3% | +105.8% | +93.5% |
| All | +38.3% | +2.2% | +36.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling