+126.9%
TD vs BNS
+94.7%
+32.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -1.9% | +3.5% | -5.4% | -4.2% |
| 3M | +4.8% | +14.1% | -9.3% | -4.2% |
| 6M | +28.0% | +33.8% | -5.8% | +5.2% |
| YTD | +30.3% | +29.5% | +0.8% | +9.4% |
| 1Y | +59.8% | +48.4% | +11.4% | +22.6% |
| 3Y | +124.7% | +129.6% | -4.9% | +25.2% |
| All | +126.9% | +94.7% | +32.2% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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