+131.2%
TLT vs BNS
+1,710.2%
-1,578.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | 0.0% |
| 7D | -0.4% | +1.5% | -2.0% | -0.2% |
| 30D | -0.6% | +6.0% | -6.5% | +0.3% |
| 3M | -2.7% | +16.3% | -19.1% | -0.5% |
| 6M | -5.6% | +28.8% | -34.4% | -2.0% |
| YTD | -2.8% | +30.0% | -32.7% | +1.1% |
| 1Y | -1.4% | +50.7% | -52.1% | +4.8% |
| 3Y | -1.6% | +125.4% | -127.0% | +11.3% |
| 5Y | -33.8% | +94.2% | -128.1% | -26.6% |
| 10Y | -21.1% | +182.8% | -204.0% | -3.6% |
| All | +131.2% | +1,710.2% | -1,578.9% | +280.5% |
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