+237.8%
TMUS vs BNS
+187.6%
+50.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | +0.9% | +4.0% | +4.6% |
| 30D | +7.7% | +2.8% | +4.9% | +6.6% |
| 3M | -6.8% | +3.0% | -9.8% | -8.1% |
| 6M | -9.7% | +23.3% | -32.9% | -16.7% |
| YTD | -15.0% | +29.3% | -44.3% | -23.4% |
| 1Y | -19.1% | +41.7% | -60.8% | -29.7% |
| 3Y | +21.4% | +147.7% | -126.3% | -17.0% |
| 5Y | +51.2% | +79.4% | -28.2% | +17.3% |
| All | +237.8% | +187.6% | +50.1% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling