+296.6%
BN vs TMF
-81.8%
+378.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -1.1% |
| 7D | -0.3% | -8.2% | +7.9% | -0.4% |
| 30D | +13.6% | +5.3% | +8.2% | +13.7% |
| 3M | -6.7% | -8.5% | +1.8% | -6.8% |
| 6M | -9.0% | -17.2% | +8.2% | -9.4% |
| YTD | -8.8% | -23.4% | +14.6% | -9.4% |
| 1Y | -10.6% | -30.2% | +19.6% | -11.5% |
| 3Y | +98.8% | -32.9% | +131.7% | +97.9% |
| 5Y | +33.6% | -88.5% | +122.2% | +4.2% |
| All | +296.6% | -81.8% | +378.5% | +220.9% |
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