-87.7%
TMF vs BNS
+94.5%
-182.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.0% | +1.8% | -0.8% | +0.4% |
| 30D | -1.8% | +4.5% | -6.3% | -3.2% |
| 3M | -8.2% | +15.8% | -24.0% | -12.3% |
| 6M | -19.5% | +31.5% | -51.0% | -25.9% |
| YTD | -16.0% | +28.6% | -44.6% | -22.3% |
| 1Y | -22.5% | +48.2% | -70.7% | -31.3% |
| 3Y | -42.3% | +130.8% | -173.1% | -54.4% |
| 5Y | -87.7% | +94.9% | -182.6% | -90.1% |
| All | -87.7% | +94.5% | -182.2% | -90.1% |
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 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