+134.6%
TNA vs BN
+96.7%
+37.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +1.6% |
| 7D | +3.7% | -1.0% | +4.7% | +5.7% |
| 30D | +4.4% | +14.0% | -9.6% | -15.8% |
| 3M | -26.7% | -9.0% | -17.6% | -14.7% |
| 6M | -12.8% | -8.8% | -4.0% | +0.6% |
| YTD | +22.7% | -10.3% | +32.9% | +43.1% |
| 1Y | +35.7% | -5.8% | +41.5% | +46.0% |
| 3Y | +134.6% | +94.8% | +39.8% | -28.4% |
| All | +134.6% | +96.7% | +37.8% | -28.4% |
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 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