+708.6%
TLN vs BNS
+123.2%
+585.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | +11.0% | +0.9% | +10.1% | +10.5% |
| 30D | +4.9% | +2.8% | +2.1% | +3.1% |
| 3M | +4.9% | +3.0% | +1.9% | +2.8% |
| 6M | +7.1% | +23.3% | -16.1% | -5.2% |
| YTD | +0.3% | +29.3% | -29.0% | -13.2% |
| 1Y | +5.9% | +41.7% | -35.8% | -12.1% |
| 3Y | +578.5% | +147.7% | +430.7% | +356.9% |
| All | +708.6% | +123.2% | +585.4% | +442.0% |
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