+12,629.9%
TSM vs BN
+7,674.9%
+4,955.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.4% | +2.7% |
| 7D | -2.1% | +4.3% | -6.4% | -4.2% |
| 30D | -12.5% | +14.3% | -26.8% | -18.5% |
| 3M | -5.0% | -4.1% | -0.9% | -3.6% |
| 6M | -3.2% | -9.7% | +6.4% | +1.1% |
| YTD | +31.5% | -7.1% | +38.6% | +34.9% |
| 1Y | +35.7% | -7.4% | +43.1% | +39.4% |
| 3Y | +323.5% | +102.3% | +221.1% | +193.9% |
| 5Y | +263.4% | +35.9% | +227.4% | +200.3% |
| 10Y | +1,598.5% | +289.2% | +1,309.3% | +704.1% |
| All | +12,629.9% | +7,674.9% | +4,955.0% | +1,569.4% |
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