+90.1%
BN vs TLN
+589.3%
-499.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | -3.0% | +5.8% | -8.8% | -4.1% |
| 30D | -13.0% | -6.9% | -6.2% | -12.0% |
| 3M | -15.2% | -10.9% | -4.3% | -14.1% |
| 6M | -5.9% | -4.6% | -1.3% | -6.5% |
| YTD | -15.8% | -14.7% | -1.1% | -14.9% |
| 1Y | -12.2% | -17.9% | +5.7% | -11.0% |
| 3Y | +72.2% | +483.9% | -411.7% | +25.7% |
| All | +90.1% | +589.3% | -499.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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