-53.4%
TE vs BN
+94.0%
-147.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.0% |
| 7D | +0.9% | -5.9% | +6.7% | +4.6% |
| 30D | -16.3% | -15.1% | -1.2% | -7.5% |
| 3M | -40.8% | -14.6% | -26.2% | -34.8% |
| 6M | -42.6% | -8.4% | -34.2% | -39.4% |
| YTD | -31.4% | -16.8% | -14.6% | -23.4% |
| 1Y | +144.9% | -14.4% | +159.3% | +169.0% |
| 3Y | -26.0% | +70.1% | -96.1% | -38.6% |
| 5Y | -48.5% | +33.5% | -82.0% | -55.0% |
| All | -53.4% | +94.0% | -147.4% | -59.4% |
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