-70.1%
TMF vs BNS
+649.5%
-719.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.4% |
| 7D | -3.4% | -3.2% | -0.1% | -4.8% |
| 30D | +11.5% | +5.1% | +6.4% | +14.1% |
| 3M | -4.5% | +6.0% | -10.5% | -1.9% |
| 6M | -15.0% | +23.4% | -38.3% | -6.0% |
| YTD | -19.9% | +30.4% | -50.3% | -8.9% |
| 1Y | -26.6% | +44.0% | -70.5% | -12.3% |
| 3Y | -29.8% | +150.3% | -180.2% | +11.4% |
| 5Y | -88.2% | +83.0% | -171.2% | -84.7% |
| 10Y | -81.4% | +190.9% | -272.3% | -61.9% |
| All | -70.1% | +649.5% | -719.7% | +23.3% |
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