-22.5%
TNA vs BN
+30.5%
-53.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.0% |
| 7D | -7.6% | -5.9% | -1.7% | +2.1% |
| 30D | -13.6% | -15.1% | +1.4% | +12.7% |
| 3M | +2.8% | -14.6% | +17.4% | +32.4% |
| 6M | +34.5% | -8.4% | +42.9% | +54.9% |
| YTD | +41.0% | -16.8% | +57.8% | +87.4% |
| 1Y | +52.0% | -14.4% | +66.4% | +94.3% |
| 3Y | +103.5% | +70.1% | +33.4% | -9.1% |
| 5Y | -22.5% | +33.5% | -56.1% | -38.4% |
| All | -22.5% | +30.5% | -53.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling