+7,716.4%
TPR vs BN
+8,495.2%
-778.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -2.3% | -2.5% | +0.2% | -0.8% |
| 30D | -23.0% | -9.5% | -13.5% | -18.3% |
| 3M | -12.5% | -10.4% | -2.1% | -6.6% |
| 6M | -21.4% | -6.4% | -15.1% | -18.9% |
| YTD | -3.5% | -11.9% | +8.4% | +2.8% |
| 1Y | +17.4% | -8.6% | +26.0% | +21.9% |
| 3Y | +291.3% | +77.6% | +213.7% | +162.7% |
| 5Y | +241.9% | +37.0% | +204.9% | +164.2% |
| 10Y | +322.7% | +266.4% | +56.3% | +87.8% |
| All | +7,716.4% | +8,495.2% | -778.7% | +516.7% |
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