-16.7%
TLN vs BNS
+50.5%
-67.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +4.9% | +4.7% |
| 7D | +7.1% | +1.5% | +5.5% | +5.6% |
| 30D | -3.9% | +6.0% | -9.8% | -8.5% |
| 3M | -16.2% | +16.3% | -32.5% | -27.0% |
| 6M | -5.8% | +27.3% | -33.1% | -23.7% |
| YTD | -15.4% | +28.5% | -43.9% | -31.3% |
| 1Y | -16.7% | +49.0% | -65.7% | -31.4% |
| All | -16.7% | +50.5% | -67.1% | -31.4% |
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