+267.9%
BN vs TMF
-87.2%
+355.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -2.5% | -1.4% | -1.0% | -2.5% |
| 30D | -9.5% | -2.8% | -6.7% | -9.5% |
| 3M | -10.4% | -10.9% | +0.5% | -10.6% |
| 6M | -6.4% | -21.3% | +15.0% | -6.9% |
| YTD | -11.9% | -15.9% | +4.0% | -12.2% |
| 1Y | -8.6% | -15.7% | +7.1% | -8.9% |
| 3Y | +77.6% | -43.4% | +120.9% | +73.2% |
| 5Y | +37.0% | -87.8% | +124.8% | +8.8% |
| All | +267.9% | -87.2% | +355.1% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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