+1,469.0%
BNS vs TKO
+3,156.9%
-1,687.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +4.5% | -2.6% | +7.1% | +4.9% |
| 3M | +14.9% | -7.8% | +22.7% | +16.2% |
| 6M | +32.5% | -7.0% | +39.5% | +33.5% |
| YTD | +28.6% | -8.5% | +37.2% | +29.8% |
| 1Y | +48.4% | -1.3% | +49.7% | +47.4% |
| 3Y | +130.8% | +105.0% | +25.8% | +96.4% |
| 5Y | +94.8% | +292.9% | -198.1% | +44.3% |
| 10Y | +184.3% | +979.3% | -795.0% | +60.7% |
| All | +1,469.0% | +3,156.9% | -1,687.9% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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