+68.4%
T vs BN
+257.9%
-189.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | +4.6% | -13.0% | +17.6% | +8.5% |
| 3M | +12.2% | -15.2% | +27.5% | +17.2% |
| 6M | -6.5% | -5.9% | -0.5% | -5.5% |
| YTD | +4.9% | -15.8% | +20.7% | +8.7% |
| 1Y | -10.5% | -12.2% | +1.7% | -8.7% |
| 3Y | +104.6% | +72.2% | +32.4% | +61.2% |
| 5Y | +64.2% | +33.2% | +31.0% | +37.8% |
| 10Y | +68.4% | +264.7% | -196.2% | -10.1% |
| All | +68.4% | +257.9% | -189.5% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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