+243.6%
TFC vs BNS
+1,485.2%
-1,241.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.3% | +0.9% | +1.3% | +1.5% |
| 30D | +10.8% | +2.8% | +8.0% | +8.3% |
| 3M | -3.8% | +3.0% | -6.8% | -6.6% |
| 6M | +9.6% | +23.3% | -13.7% | -8.0% |
| YTD | +5.8% | +29.3% | -23.6% | -14.7% |
| 1Y | +16.2% | +41.7% | -25.5% | -13.1% |
| 3Y | +96.0% | +147.7% | -51.8% | -7.2% |
| 5Y | +1.7% | +79.4% | -77.7% | -37.4% |
| 10Y | +79.9% | +188.5% | -108.6% | -21.2% |
| All | +243.6% | +1,485.2% | -1,241.6% | -47.2% |
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