-17.3%
TLN vs BNS
+52.0%
-69.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.0% | -11.5% | -10.8% |
| 7D | -6.0% | +2.0% | -8.0% | -7.7% |
| 30D | -1.5% | +7.8% | -9.3% | -7.6% |
| 3M | -3.9% | +11.7% | -15.6% | -13.4% |
| 6M | -15.0% | +28.2% | -43.3% | -33.5% |
| YTD | -12.8% | +34.8% | -47.6% | -34.1% |
| 1Y | -17.3% | +51.1% | -68.4% | -38.2% |
| All | -17.3% | +52.0% | -69.3% | -38.2% |
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 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