+371.7%
TPR vs BN
+281.2%
+90.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | +6.4% | -2.4% | +8.8% | +8.1% |
| 30D | +13.8% | +13.5% | +0.2% | +3.1% |
| 3M | -16.6% | -5.9% | -10.7% | -13.4% |
| 6M | +0.7% | -8.9% | +9.6% | +6.5% |
| YTD | +5.3% | -7.9% | +13.2% | +9.1% |
| 1Y | +32.4% | -8.3% | +40.6% | +37.1% |
| 3Y | +406.4% | +100.8% | +305.6% | +176.0% |
| 5Y | +227.9% | +38.2% | +189.7% | +133.7% |
| 10Y | +371.7% | +302.3% | +69.4% | +59.5% |
| All | +371.7% | +281.2% | +90.5% | +59.5% |
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 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