-35.1%
TLT vs BNS
+92.5%
-127.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | -1.3% | +4.5% | -5.8% | -1.8% |
| 3M | -3.7% | +14.9% | -18.6% | -5.1% |
| 6M | -6.4% | +32.5% | -38.8% | -9.0% |
| YTD | -4.5% | +28.6% | -33.1% | -7.0% |
| 1Y | -5.9% | +48.4% | -54.2% | -9.6% |
| 3Y | -2.8% | +130.8% | -133.6% | -10.4% |
| 5Y | -35.1% | +94.8% | -129.9% | -39.4% |
| All | -35.1% | +92.5% | -127.6% | -39.4% |
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 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