+30.3%
BN vs TMF
-88.0%
+118.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +5.3% | +1.2% | +4.1% | +5.2% |
| 30D | +11.9% | +19.7% | -7.8% | +9.4% |
| 3M | -5.7% | -2.1% | -3.6% | -5.6% |
| 6M | -10.6% | -13.4% | +2.8% | -9.2% |
| YTD | -9.4% | -16.7% | +7.4% | -7.6% |
| 1Y | -8.8% | -23.3% | +14.6% | -6.1% |
| 3Y | +95.6% | -24.8% | +120.5% | +98.7% |
| All | +30.3% | -88.0% | +118.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling