+2,984.9%
BN vs TCOM
+2,694.8%
+290.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.5% | -9.5% | +7.1% | -0.6% |
| 30D | -9.5% | -10.7% | +1.2% | -7.5% |
| 3M | -10.4% | -14.6% | +4.2% | -7.9% |
| 6M | -6.4% | -19.3% | +13.0% | -2.8% |
| YTD | -11.9% | -42.9% | +31.1% | -2.6% |
| 1Y | -8.6% | -43.8% | +35.2% | +1.3% |
| 3Y | +77.6% | +2.1% | +75.5% | +69.7% |
| 5Y | +37.0% | +31.2% | +5.8% | +18.0% |
| 10Y | +266.4% | -13.9% | +280.3% | +224.0% |
| All | +2,984.9% | +2,694.8% | +290.1% | +1,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling