+1,753.6%
TSM vs BN
+259.6%
+1,494.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +4.9% | +3.7% |
| 7D | +6.0% | -1.2% | +7.2% | +6.6% |
| 30D | +4.5% | -10.9% | +15.4% | +10.9% |
| 3M | +3.1% | -11.1% | +14.2% | +9.3% |
| 6M | +30.2% | -4.4% | +34.6% | +32.7% |
| YTD | +45.2% | -14.1% | +59.3% | +56.1% |
| 1Y | +79.6% | -11.1% | +90.6% | +89.2% |
| 3Y | +411.0% | +75.6% | +335.4% | +273.6% |
| 5Y | +290.7% | +35.8% | +254.9% | +219.1% |
| 10Y | +1,753.6% | +261.6% | +1,492.0% | +823.9% |
| All | +1,753.6% | +259.6% | +1,494.0% | +823.9% |
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