-80.5%
TE vs BN
+109.3%
-189.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.1% |
| 7D | -19.1% | -1.0% | -18.1% | -18.6% |
| 30D | -34.1% | +14.0% | -48.1% | -39.5% |
| 3M | -60.1% | -9.0% | -51.1% | -57.8% |
| 6M | -66.0% | -8.8% | -57.1% | -63.9% |
| YTD | -71.4% | -10.3% | -61.1% | -69.5% |
| 1Y | -45.3% | -5.8% | -39.5% | -43.2% |
| 3Y | +9.1% | +94.8% | -85.6% | -15.5% |
| 5Y | -82.6% | +31.5% | -114.1% | -85.4% |
| All | -80.5% | +109.3% | -189.8% | -83.8% |
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