+4,116.4%
BN vs TRI
+518.6%
+3,597.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | +1.2% |
| 7D | -1.2% | -7.1% | +5.9% | +2.8% |
| 30D | -10.9% | -2.3% | -8.6% | -10.3% |
| 3M | -11.1% | +19.6% | -30.6% | -22.5% |
| 6M | -4.4% | -8.7% | +4.3% | -4.6% |
| YTD | -14.1% | -22.3% | +8.1% | -7.3% |
| 1Y | -11.1% | -40.7% | +29.6% | +13.6% |
| 3Y | +75.6% | -17.8% | +93.3% | +77.5% |
| 5Y | +35.8% | -8.5% | +44.3% | +27.6% |
| 10Y | +261.6% | +192.6% | +69.0% | +61.0% |
| All | +4,116.4% | +518.6% | +3,597.8% | +1,069.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling