+17.4%
TPR vs BN
-6.5%
+23.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | -2.5% | +0.2% | -1.2% |
| 30D | -23.0% | -9.5% | -13.5% | -19.5% |
| 3M | -12.5% | -10.4% | -2.1% | -8.1% |
| 6M | -21.4% | -6.4% | -15.1% | -20.0% |
| YTD | -3.5% | -11.9% | +8.4% | 0.0% |
| 1Y | +17.4% | -8.6% | +26.0% | +16.5% |
| All | +17.4% | -6.5% | +23.8% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling