-18.3%
TE vs BN
+79.0%
-97.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.6% | +12.6% | +12.9% |
| 7D | +18.2% | -1.2% | +19.4% | +19.5% |
| 30D | -13.5% | -10.9% | -2.6% | -1.8% |
| 3M | -44.6% | -11.1% | -33.5% | -37.2% |
| 6M | -24.7% | -4.4% | -20.3% | -21.8% |
| YTD | -24.3% | -14.1% | -10.1% | -11.8% |
| 1Y | +155.6% | -11.1% | +166.6% | +182.0% |
| 3Y | -18.3% | +75.6% | -93.8% | -54.5% |
| All | -18.3% | +79.0% | -97.3% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling