+26.4%
BN vs TPG
+74.1%
-47.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | -5.2% | -9.4% | +4.2% | -0.2% |
| 30D | -14.5% | -5.3% | -9.2% | -12.3% |
| 3M | -15.0% | +12.9% | -27.9% | -20.9% |
| 6M | -5.4% | +20.1% | -25.5% | -15.2% |
| YTD | -16.4% | -22.5% | +6.1% | -6.0% |
| 1Y | -16.2% | -19.7% | +3.4% | -8.1% |
| 3Y | +67.5% | +81.2% | -13.7% | +15.2% |
| All | +26.4% | +74.1% | -47.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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