+13,634.3%
TSM vs BN
+7,279.9%
+6,354.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +3.0% |
| 7D | +2.7% | -2.5% | +5.2% | +4.0% |
| 30D | +3.6% | -9.5% | +13.1% | +8.7% |
| 3M | -3.4% | -10.4% | +7.0% | +1.7% |
| 6M | +20.6% | -6.4% | +27.0% | +24.2% |
| YTD | +41.9% | -11.9% | +53.7% | +50.1% |
| 1Y | +84.4% | -8.6% | +93.0% | +91.4% |
| 3Y | +380.2% | +77.6% | +302.7% | +255.1% |
| 5Y | +275.3% | +37.0% | +238.3% | +210.5% |
| 10Y | +1,751.4% | +266.4% | +1,485.0% | +807.4% |
| All | +13,634.3% | +7,279.9% | +6,354.5% | +1,756.6% |
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