-53.2%
TE vs BN
+105.5%
-158.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.0% | -2.5% | -1.5% | -2.4% |
| 30D | -15.9% | -9.5% | -6.4% | -10.6% |
| 3M | -60.5% | -10.4% | -50.2% | -57.8% |
| 6M | -35.2% | -6.4% | -28.9% | -32.4% |
| YTD | -31.1% | -11.9% | -19.3% | -25.7% |
| 1Y | +148.6% | -8.6% | +157.3% | +162.6% |
| 3Y | -26.4% | +77.6% | -104.0% | -40.7% |
| 5Y | -48.0% | +37.0% | -85.1% | -56.1% |
| All | -53.2% | +105.5% | -158.7% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling