+151.5%
BNS vs TW
+211.2%
-59.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +4.0% | -0.6% | +4.6% | +4.1% |
| 3M | +13.8% | +3.4% | +10.4% | +12.4% |
| 6M | +32.7% | -18.4% | +51.1% | +37.6% |
| YTD | +27.6% | -3.9% | +31.5% | +27.0% |
| 1Y | +47.4% | -13.3% | +60.7% | +50.2% |
| 3Y | +129.0% | +20.8% | +108.1% | +109.8% |
| 5Y | +92.7% | +20.3% | +72.4% | +72.9% |
| All | +151.5% | +211.2% | -59.8% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling