+94.9%
BNS vs TCOM
+29.4%
+65.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -0.4% | -4.9% | +4.5% | +0.1% |
| 30D | +3.5% | -14.4% | +17.8% | +4.9% |
| 3M | +14.1% | -17.7% | +31.7% | +15.9% |
| 6M | +33.8% | -25.1% | +58.9% | +37.2% |
| YTD | +29.5% | -45.7% | +75.2% | +36.6% |
| 1Y | +48.4% | -47.9% | +96.3% | +57.2% |
| 3Y | +129.6% | +8.9% | +120.7% | +120.1% |
| All | +94.9% | +29.4% | +65.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling