-86.0%
TMF vs BNS
+184.7%
-270.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | -0.9% | -1.3% | +0.4% | -1.2% |
| 30D | -1.0% | +4.0% | -5.0% | -0.1% |
| 3M | -11.3% | +13.8% | -25.1% | -8.6% |
| 6M | -22.7% | +32.7% | -55.4% | -17.4% |
| YTD | -17.3% | +27.6% | -44.9% | -12.5% |
| 1Y | -22.5% | +47.4% | -69.9% | -14.8% |
| 3Y | -43.2% | +129.0% | -172.2% | -29.7% |
| 5Y | -88.3% | +92.7% | -181.0% | -86.6% |
| All | -86.0% | +184.7% | -270.8% | -81.1% |
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