-20.7%
TLT vs BNS
+188.9%
-209.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.7% |
| 30D | -1.1% | +3.5% | -4.6% | -0.9% |
| 3M | -4.9% | +14.1% | -18.9% | -3.8% |
| 6M | -5.0% | +33.8% | -38.8% | -2.7% |
| YTD | -4.4% | +29.5% | -33.8% | -2.3% |
| 1Y | -6.4% | +48.4% | -54.8% | -3.1% |
| 3Y | -2.0% | +129.6% | -131.6% | +6.1% |
| 5Y | -35.0% | +96.1% | -131.1% | -31.1% |
| All | -20.7% | +188.9% | -209.6% | -11.8% |
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