+99.0%
BN vs TLN
+583.6%
-484.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.0% | -1.0% |
| 7D | -2.5% | +7.1% | -9.5% | -3.8% |
| 30D | -9.5% | -3.9% | -5.6% | -9.0% |
| 3M | -10.4% | -16.2% | +5.8% | -8.0% |
| 6M | -6.4% | -5.8% | -0.5% | -6.7% |
| YTD | -11.9% | -15.4% | +3.6% | -10.8% |
| 1Y | -8.6% | -16.7% | +8.1% | -7.7% |
| 3Y | +77.6% | +473.8% | -396.2% | +30.1% |
| All | +99.0% | +583.6% | -484.6% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling