+1,502.2%
TSM vs BN
+289.4%
+1,212.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +1.5% |
| 7D | -2.5% | +3.6% | -6.2% | -4.4% |
| 30D | -14.3% | +15.9% | -30.1% | -21.0% |
| 3M | -7.2% | -2.3% | -4.9% | -6.6% |
| 6M | -5.1% | -8.4% | +3.3% | -1.3% |
| YTD | +28.9% | -5.9% | +34.8% | +31.5% |
| 1Y | +37.1% | -5.6% | +42.7% | +39.5% |
| 3Y | +341.5% | +104.2% | +237.2% | +199.3% |
| 5Y | +245.7% | +35.5% | +210.2% | +179.9% |
| 10Y | +1,502.2% | +285.2% | +1,217.0% | +708.9% |
| All | +1,502.2% | +289.4% | +1,212.9% | +708.9% |
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