-9.8%
T vs BN
-12.5%
+2.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.8% |
| 7D | -3.1% | -3.0% | -0.1% | -3.1% |
| 30D | +4.6% | -13.0% | +17.6% | +4.5% |
| 3M | +12.2% | -15.2% | +27.5% | +12.0% |
| 6M | -6.5% | -5.9% | -0.5% | -6.1% |
| YTD | +4.9% | -15.8% | +20.7% | +4.5% |
| All | -9.8% | -12.5% | +2.7% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling