+113.2%
BN vs TXG
+27.0%
+86.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.2% |
| 7D | -5.2% | +9.5% | -14.7% | -6.9% |
| 30D | -14.5% | +18.8% | -33.2% | -17.5% |
| 3M | -15.0% | +136.1% | -151.1% | -29.2% |
| 6M | -5.4% | +235.2% | -240.6% | -27.3% |
| YTD | -16.4% | +320.5% | -337.0% | -39.2% |
| 1Y | -16.2% | +425.2% | -441.4% | -42.6% |
| 3Y | +67.5% | +42.9% | +24.6% | +39.1% |
| 5Y | +34.1% | -62.8% | +97.0% | +27.3% |
| All | +113.2% | +27.0% | +86.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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