+1,477.9%
BNS vs TAP
+117.1%
+1,360.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -1.1% |
| 7D | +0.9% | +1.3% | -0.3% | +0.5% |
| 30D | +2.8% | +5.7% | -3.0% | +0.7% |
| 3M | +3.0% | -1.9% | +4.9% | +3.0% |
| 6M | +23.3% | +0.9% | +22.3% | +21.6% |
| YTD | +29.3% | -9.5% | +38.8% | +31.2% |
| 1Y | +41.7% | -9.0% | +50.6% | +43.2% |
| 3Y | +147.7% | -22.2% | +170.0% | +158.4% |
| 5Y | +79.4% | +1.2% | +78.2% | +67.7% |
| 10Y | +188.5% | -46.1% | +234.6% | +209.9% |
| All | +1,477.9% | +117.1% | +1,360.9% | +951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling