+79.0%
TFC vs BN
+281.2%
-202.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -1.2% | -2.4% | +1.2% | +0.4% |
| 30D | +7.8% | +13.5% | -5.8% | -1.5% |
| 3M | -3.0% | -5.9% | +3.0% | +0.7% |
| 6M | +5.8% | -8.9% | +14.7% | +11.8% |
| YTD | +5.3% | -7.9% | +13.2% | +8.9% |
| 1Y | +15.7% | -8.3% | +24.0% | +19.6% |
| 3Y | +94.8% | +100.8% | -6.0% | +9.6% |
| 5Y | 0.0% | +38.2% | -38.2% | -28.1% |
| 10Y | +79.0% | +302.3% | -223.3% | -29.8% |
| All | +79.0% | +281.2% | -202.2% | -29.8% |
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