+2.8%
TLT vs BNS
+149.7%
-146.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | +1.0% | +2.8% | -1.7% | +0.5% |
| 3M | -2.7% | +3.0% | -5.7% | -3.4% |
| 6M | -4.1% | +23.3% | -27.4% | -8.0% |
| YTD | -5.4% | +29.3% | -34.7% | -10.2% |
| 1Y | -7.0% | +41.7% | -48.7% | -13.4% |
| 3Y | +2.8% | +147.7% | -144.9% | -14.4% |
| All | +2.8% | +149.7% | -146.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling