+95.6%
TFC vs BNS
+188.9%
-93.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.0% |
| 30D | -3.4% | +3.5% | -6.8% | -6.9% |
| 3M | +0.4% | +14.1% | -13.6% | -12.2% |
| 6M | +12.7% | +33.8% | -21.1% | -15.7% |
| YTD | +5.6% | +29.5% | -23.9% | -18.6% |
| 1Y | +16.0% | +48.4% | -32.4% | -22.0% |
| 3Y | +94.0% | +129.6% | -35.6% | -17.0% |
| 5Y | +16.2% | +96.1% | -79.9% | -41.9% |
| All | +95.6% | +188.9% | -93.3% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling