+3,563.9%
TMO vs BNS
+1,486.6%
+2,077.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -0.6% | -0.4% | -0.3% | -0.5% |
| 30D | +1.1% | +3.5% | -2.3% | -0.6% |
| 3M | +28.3% | +14.1% | +14.3% | +20.5% |
| 6M | +23.3% | +33.8% | -10.5% | +7.7% |
| YTD | +5.5% | +29.5% | -24.0% | -6.7% |
| 1Y | +24.5% | +48.4% | -23.9% | +3.5% |
| 3Y | +19.6% | +129.6% | -110.0% | -19.0% |
| 5Y | +8.1% | +96.1% | -88.0% | -22.1% |
| 10Y | +336.7% | +186.2% | +150.5% | +151.9% |
| All | +3,563.9% | +1,486.6% | +2,077.3% | +765.8% |
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