+14.4%
TFC vs BNS
+50.5%
-36.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +2.4% | +1.5% | +0.9% | +1.6% |
| 30D | -1.3% | +6.0% | -7.3% | -4.3% |
| 3M | +6.1% | +16.3% | -10.3% | -3.5% |
| 6M | +7.3% | +27.3% | -20.0% | -8.1% |
| YTD | +8.2% | +28.5% | -20.3% | -7.2% |
| 1Y | +14.4% | +49.0% | -34.6% | -8.3% |
| All | +14.4% | +50.5% | -36.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling