+902.6%
TT vs BN
+267.0%
+635.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | 0.0% | -2.5% | +2.5% | +1.2% |
| 30D | -7.2% | -9.5% | +2.3% | -2.6% |
| 3M | -3.0% | -10.4% | +7.4% | +2.2% |
| 6M | +1.4% | -6.4% | +7.7% | +4.1% |
| YTD | +15.9% | -11.9% | +27.8% | +21.7% |
| 1Y | +9.4% | -8.6% | +18.0% | +12.3% |
| 3Y | +124.4% | +77.6% | +46.8% | +59.2% |
| 5Y | +138.0% | +37.0% | +101.0% | +87.8% |
| All | +902.6% | +267.0% | +635.5% | +360.1% |
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