+9,432.4%
BN vs TDY
+6,954.6%
+2,477.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.5% |
| 30D | -13.0% | -13.8% | +0.8% | -9.4% |
| 3M | -15.2% | -3.9% | -11.3% | -14.4% |
| 6M | -5.9% | -9.0% | +3.1% | -3.6% |
| YTD | -15.8% | +16.5% | -32.3% | -19.7% |
| 1Y | -12.2% | +9.3% | -21.4% | -14.8% |
| 3Y | +72.2% | +45.1% | +27.1% | +55.1% |
| 5Y | +33.2% | +35.0% | -1.8% | +22.6% |
| 10Y | +264.7% | +469.0% | -204.3% | +144.6% |
| All | +9,432.4% | +6,954.6% | +2,477.8% | +4,356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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