+290.2%
BN vs TCOM
+5.9%
+284.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | +14.0% | +12.1% | +1.9% | +11.0% |
| 3M | -9.0% | -3.2% | -5.8% | -8.5% |
| 6M | -8.8% | -16.6% | +7.8% | -5.6% |
| YTD | -10.3% | -39.4% | +29.1% | -0.8% |
| 1Y | -5.8% | -41.5% | +35.7% | +5.0% |
| 3Y | +94.8% | +24.4% | +70.4% | +75.7% |
| 5Y | +31.5% | +41.6% | -10.1% | +8.1% |
| All | +290.2% | +5.9% | +284.4% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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