+938.9%
BNS vs TCOM
+2,569.4%
-1,630.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | -1.3% | -10.2% | +8.9% | +0.3% |
| 30D | +4.0% | -16.8% | +20.8% | +7.0% |
| 3M | +13.8% | -16.7% | +30.5% | +16.6% |
| 6M | +32.7% | -27.1% | +59.8% | +38.8% |
| YTD | +27.6% | -45.5% | +73.1% | +39.0% |
| 1Y | +47.4% | -45.9% | +93.3% | +60.6% |
| 3Y | +129.0% | +9.8% | +119.2% | +115.9% |
| 5Y | +92.7% | +23.8% | +68.9% | +69.1% |
| 10Y | +182.1% | -10.8% | +192.9% | +148.0% |
| All | +938.9% | +2,569.4% | -1,630.5% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling