+587.5%
TLN vs BNS
+120.2%
+467.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.4% |
| 7D | +5.8% | -1.3% | +7.1% | +6.6% |
| 30D | -6.9% | +4.0% | -10.9% | -9.1% |
| 3M | -10.9% | +13.8% | -24.7% | -17.4% |
| 6M | -4.6% | +32.7% | -37.3% | -18.4% |
| YTD | -14.7% | +27.6% | -42.3% | -25.4% |
| 1Y | -17.9% | +47.4% | -65.3% | -32.9% |
| 3Y | +483.9% | +129.0% | +354.9% | +298.6% |
| All | +587.5% | +120.2% | +467.2% | +365.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling