+94.8%
BNS vs TAP
-2.6%
+97.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -5.3% | +3.1% | -1.3% |
| 30D | +4.5% | -7.4% | +11.8% | +5.7% |
| 3M | +14.9% | -4.9% | +19.8% | +15.5% |
| 6M | +32.5% | -14.2% | +46.7% | +35.6% |
| YTD | +28.6% | -14.8% | +43.4% | +31.3% |
| 1Y | +48.4% | -18.1% | +66.5% | +52.4% |
| 3Y | +130.8% | -32.7% | +163.5% | +145.5% |
| 5Y | +94.8% | -0.5% | +95.3% | +82.5% |
| All | +94.8% | -2.6% | +97.4% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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