+84.6%
TGT vs BNS
+52.2%
+32.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +0.8% | +1.5% | -0.8% | +0.8% |
| 30D | +12.2% | +6.0% | +6.2% | +12.2% |
| 3M | +33.8% | +16.3% | +17.4% | +31.2% |
| 6M | +39.3% | +28.8% | +10.5% | +33.2% |
| YTD | +72.9% | +30.0% | +42.9% | +63.3% |
| 1Y | +84.6% | +50.7% | +33.8% | +58.7% |
| All | +84.6% | +52.2% | +32.4% | +58.7% |
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