-68.7%
TMF vs BNS
+646.9%
-715.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | -0.2% |
| 7D | -1.4% | +1.5% | -3.0% | -0.7% |
| 30D | -2.8% | +6.0% | -8.8% | -0.1% |
| 3M | -10.9% | +16.3% | -27.3% | -4.1% |
| 6M | -21.3% | +28.8% | -50.1% | -11.1% |
| YTD | -15.9% | +30.0% | -45.8% | -4.5% |
| 1Y | -15.7% | +50.7% | -66.4% | +3.1% |
| 3Y | -43.4% | +125.4% | -168.7% | -16.1% |
| 5Y | -87.8% | +94.2% | -182.0% | -83.4% |
| 10Y | -86.7% | +182.8% | -269.6% | -73.4% |
| All | -68.7% | +646.9% | -715.5% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling