+12,772.9%
TDG vs BNS
+464.5%
+12,308.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -2.7% | -2.2% | -0.5% | -1.4% |
| 30D | -9.3% | +4.5% | -13.8% | -11.8% |
| 3M | -7.1% | +14.9% | -21.9% | -14.6% |
| 6M | -11.2% | +32.5% | -43.6% | -24.9% |
| YTD | -15.3% | +28.6% | -43.9% | -27.2% |
| 1Y | -12.5% | +48.4% | -60.8% | -31.0% |
| 3Y | +51.2% | +130.8% | -79.6% | -9.2% |
| 5Y | +126.1% | +94.8% | +31.3% | +49.3% |
| 10Y | +536.2% | +184.3% | +351.9% | +244.6% |
| All | +12,772.9% | +464.5% | +12,308.3% | +5,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling