+267.9%
BN vs TMF
-84.4%
+352.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +5.3% | +1.2% | +4.1% | +5.4% |
| 30D | +11.9% | +19.7% | -7.8% | +12.3% |
| 3M | -5.7% | -2.1% | -3.6% | -5.8% |
| 6M | -10.6% | -13.4% | +2.8% | -10.9% |
| YTD | -9.4% | -16.7% | +7.4% | -9.8% |
| 1Y | -8.8% | -23.3% | +14.6% | -9.5% |
| 3Y | +95.6% | -24.8% | +120.5% | +95.7% |
| 5Y | +30.2% | -88.0% | +118.2% | +1.8% |
| All | +267.9% | -84.4% | +352.3% | +202.6% |
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