-88.2%
TMF vs BNS
+81.8%
-170.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -3.2% | -0.1% | -2.4% |
| 30D | +11.5% | +5.1% | +6.4% | +9.6% |
| 3M | -4.5% | +6.0% | -10.5% | -6.5% |
| 6M | -15.0% | +23.4% | -38.3% | -20.7% |
| YTD | -19.9% | +30.4% | -50.3% | -26.7% |
| 1Y | -26.6% | +44.0% | -70.5% | -35.0% |
| 3Y | -29.8% | +150.3% | -180.2% | -46.3% |
| 5Y | -88.2% | +83.0% | -171.2% | -91.2% |
| All | -88.2% | +81.8% | -170.0% | -91.2% |
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