+600.6%
TLN vs BNS
+122.0%
+478.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | +10.9% | +1.8% | +9.1% | +9.7% |
| 30D | -6.3% | +4.5% | -10.8% | -8.8% |
| 3M | -10.7% | +15.8% | -26.5% | -18.1% |
| 6M | +1.6% | +31.5% | -29.9% | -12.7% |
| YTD | -13.1% | +28.6% | -41.7% | -24.4% |
| 1Y | -15.1% | +48.2% | -63.2% | -30.8% |
| 3Y | +495.0% | +130.8% | +364.2% | +304.3% |
| All | +600.6% | +122.0% | +478.6% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling