+1,485.6%
BNS vs TAP
+115.3%
+1,370.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.5% | -2.3% | +3.9% | +2.3% |
| 30D | +6.0% | -2.1% | +8.1% | +6.4% |
| 3M | +16.3% | +6.6% | +9.7% | +13.3% |
| 6M | +28.8% | -11.5% | +40.3% | +32.6% |
| YTD | +30.0% | -10.3% | +40.2% | +32.7% |
| 1Y | +50.7% | -14.4% | +65.1% | +55.6% |
| 3Y | +125.4% | -28.3% | +153.7% | +142.0% |
| 5Y | +94.2% | +1.7% | +92.5% | +81.7% |
| 10Y | +182.8% | -49.2% | +232.0% | +210.7% |
| All | +1,485.6% | +115.3% | +1,370.3% | +963.6% |
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