-21.3%
TMF vs BNS
+30.4%
-51.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | -1.4% | +1.5% | -3.0% | -2.0% |
| 30D | -2.8% | +6.0% | -8.8% | -5.3% |
| 3M | -10.9% | +16.3% | -27.3% | -17.4% |
| 6M | -21.3% | +28.8% | -50.1% | -30.7% |
| All | -21.3% | +30.4% | -51.7% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling