-86.5%
TMF vs BNS
+187.0%
-273.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.3% |
| 7D | -4.8% | -2.2% | -2.6% | -5.2% |
| 30D | -4.9% | +4.5% | -9.4% | -3.9% |
| 3M | -13.4% | +14.9% | -28.3% | -10.6% |
| 6M | -23.0% | +32.5% | -55.5% | -17.8% |
| YTD | -20.2% | +28.6% | -48.8% | -15.3% |
| 1Y | -26.5% | +48.4% | -74.8% | -19.0% |
| 3Y | -45.2% | +130.8% | -176.0% | -32.0% |
| 5Y | -88.4% | +94.8% | -183.2% | -86.7% |
| All | -86.5% | +187.0% | -273.5% | -81.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling