+2,935.6%
TDY vs BNS
+1,486.6%
+1,449.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -12.0% | +3.5% | -15.5% | -13.9% |
| 3M | -3.2% | +14.1% | -17.3% | -10.6% |
| 6M | -7.9% | +33.8% | -41.6% | -22.4% |
| YTD | +18.2% | +29.5% | -11.2% | +1.3% |
| 1Y | +6.7% | +48.4% | -41.7% | -15.6% |
| 3Y | +47.5% | +129.6% | -82.1% | -10.7% |
| 5Y | +39.5% | +96.1% | -56.6% | -8.5% |
| 10Y | +477.2% | +186.2% | +291.0% | +200.2% |
| All | +2,935.6% | +1,486.6% | +1,449.0% | +535.5% |
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 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