+258.5%
BN vs TRI
+196.2%
+62.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | -5.2% | -7.9% | +2.7% | -1.3% |
| 30D | -14.5% | -4.5% | -10.0% | -13.0% |
| 3M | -15.0% | +22.1% | -37.1% | -25.8% |
| 6M | -5.4% | -2.8% | -2.6% | -7.9% |
| YTD | -16.4% | -23.4% | +7.0% | -6.6% |
| 1Y | -16.2% | -41.5% | +25.3% | +12.5% |
| 3Y | +67.5% | -19.2% | +86.7% | +70.1% |
| 5Y | +34.1% | -9.4% | +43.5% | +22.9% |
| All | +258.5% | +196.2% | +62.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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