-42.3%
TMF vs BNS
+130.3%
-172.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | +1.0% | +1.8% | -0.8% | -0.1% |
| 30D | -1.8% | +4.5% | -6.3% | -4.6% |
| 3M | -8.2% | +15.8% | -24.0% | -16.5% |
| 6M | -19.5% | +31.5% | -51.0% | -32.4% |
| YTD | -16.0% | +28.6% | -44.6% | -28.8% |
| 1Y | -22.5% | +48.2% | -70.7% | -40.7% |
| 3Y | -42.3% | +130.8% | -173.1% | -68.4% |
| All | -42.3% | +130.3% | -172.6% | -68.4% |
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