+570.0%
TLN vs BNS
+122.0%
+448.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.0% |
| 7D | +2.0% | -2.2% | +4.2% | +3.2% |
| 30D | -12.9% | +4.5% | -17.4% | -15.3% |
| 3M | -7.4% | +14.9% | -22.3% | -14.7% |
| 6M | -6.0% | +32.5% | -38.5% | -19.6% |
| YTD | -16.9% | +28.6% | -45.5% | -27.7% |
| 1Y | -22.6% | +48.4% | -71.0% | -37.0% |
| 3Y | +469.0% | +130.8% | +338.2% | +286.6% |
| All | +570.0% | +122.0% | +448.0% | +351.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling