+379.1%
TPR vs BN
+271.1%
+108.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | +14.2% | +5.3% | +8.9% | +9.5% |
| 30D | +17.1% | +11.9% | +5.2% | +7.3% |
| 3M | -17.7% | -5.7% | -12.0% | -14.7% |
| 6M | -10.2% | -10.6% | +0.4% | -3.7% |
| YTD | +4.9% | -9.4% | +14.3% | +10.0% |
| 1Y | +36.1% | -8.8% | +44.9% | +41.6% |
| 3Y | +416.5% | +95.6% | +320.8% | +188.0% |
| 5Y | +254.8% | +30.2% | +224.6% | +166.1% |
| All | +379.1% | +271.1% | +108.1% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling