+96.7%
TFC vs BN
+79.0%
+17.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.7% |
| 7D | +2.2% | -1.2% | +3.4% | +2.9% |
| 30D | -2.5% | -10.9% | +8.4% | +3.8% |
| 3M | +4.5% | -11.1% | +15.6% | +11.2% |
| 6M | +11.0% | -4.4% | +15.3% | +12.6% |
| YTD | +5.9% | -14.1% | +20.0% | +13.6% |
| 1Y | +14.6% | -11.1% | +25.6% | +19.6% |
| 3Y | +96.7% | +75.6% | +21.2% | +26.0% |
| All | +96.7% | +79.0% | +17.7% | +26.0% |
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