+273.1%
TSM vs BN
+37.9%
+235.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | +2.7% | -2.5% | +5.2% | +4.2% |
| 30D | +3.6% | -9.5% | +13.1% | +9.9% |
| 3M | -3.4% | -10.4% | +7.0% | +2.9% |
| 6M | +20.6% | -6.4% | +27.0% | +24.8% |
| YTD | +41.9% | -11.9% | +53.7% | +51.6% |
| 1Y | +84.4% | -8.6% | +93.0% | +92.2% |
| 3Y | +380.2% | +77.6% | +302.7% | +226.8% |
| All | +273.1% | +37.9% | +235.2% | +191.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling