+15.6%
TFC vs BNS
+91.0%
-75.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -0.2% |
| 30D | -2.3% | +4.0% | -6.3% | -5.9% |
| 3M | +2.5% | +13.8% | -11.3% | -8.8% |
| 6M | +9.5% | +32.7% | -23.2% | -14.7% |
| YTD | +5.1% | +27.6% | -22.5% | -15.5% |
| 1Y | +15.5% | +47.4% | -31.9% | -18.4% |
| 3Y | +95.2% | +129.0% | -33.8% | -9.6% |
| All | +15.6% | +91.0% | -75.4% | -39.5% |
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