+1,297.6%
TNA vs BN
+1,568.1%
-270.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +3.1% |
| 7D | +4.1% | -1.2% | +5.3% | +6.0% |
| 30D | -7.6% | -10.9% | +3.3% | +11.6% |
| 3M | +8.1% | -11.1% | +19.2% | +30.4% |
| 6M | +49.0% | -4.4% | +53.4% | +59.9% |
| YTD | +51.7% | -14.1% | +65.9% | +92.1% |
| 1Y | +59.6% | -11.1% | +70.7% | +92.5% |
| 3Y | +118.9% | +75.6% | +43.3% | -6.8% |
| 5Y | -19.2% | +35.8% | -55.0% | -38.6% |
| 10Y | +77.2% | +261.6% | -184.4% | -65.4% |
| All | +1,297.6% | +1,568.1% | -270.5% | -76.3% |
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