+186.9%
BNS vs TCOM
-9.8%
+196.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | -0.4% | -4.9% | +4.5% | +0.3% |
| 30D | +3.5% | -14.4% | +17.8% | +5.7% |
| 3M | +14.1% | -17.7% | +31.7% | +16.9% |
| 6M | +33.8% | -25.1% | +58.9% | +38.9% |
| YTD | +29.5% | -45.7% | +75.2% | +40.4% |
| 1Y | +48.4% | -47.9% | +96.3% | +61.7% |
| 3Y | +129.6% | +8.9% | +120.7% | +115.6% |
| 5Y | +96.1% | +26.9% | +69.2% | +71.7% |
| All | +186.9% | -9.8% | +196.7% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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