+34.0%
BN vs TXG
-65.2%
+99.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | +14.0% | -20.4% | +34.4% | +17.7% |
| 3M | -9.0% | +0.1% | -9.1% | -11.5% |
| 6M | -8.8% | +176.2% | -185.0% | -29.9% |
| YTD | -10.3% | +256.8% | -267.0% | -35.8% |
| 1Y | -5.8% | +255.9% | -261.7% | -32.9% |
| 3Y | +94.8% | +60.2% | +34.6% | +52.7% |
| All | +34.0% | -65.2% | +99.2% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling