+100.0%
BN vs TMF
-28.1%
+128.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.4% | -3.4% | +0.9% | -1.8% |
| 30D | +13.5% | +11.5% | +2.0% | +11.2% |
| 3M | -5.9% | -4.5% | -1.4% | -5.2% |
| 6M | -8.9% | -15.0% | +6.0% | -6.4% |
| YTD | -7.9% | -19.9% | +12.0% | -4.5% |
| 1Y | -8.3% | -26.6% | +18.3% | -3.6% |
| All | +100.0% | -28.1% | +128.1% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling