+155.1%
BNS vs TW
+206.7%
-51.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.4% | -4.5% | +4.1% | +0.5% |
| 30D | +3.5% | -2.3% | +5.7% | +3.9% |
| 3M | +14.1% | +2.6% | +11.5% | +12.9% |
| 6M | +33.8% | -17.5% | +51.3% | +38.4% |
| YTD | +29.5% | -5.3% | +34.8% | +29.2% |
| 1Y | +48.4% | -14.8% | +63.2% | +51.7% |
| 3Y | +129.6% | +18.8% | +110.8% | +111.0% |
| 5Y | +96.1% | +20.7% | +75.4% | +75.6% |
| All | +155.1% | +206.7% | -51.6% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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