+306.1%
TMUS vs BNS
+184.7%
+121.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -5.3% | -1.3% | -4.0% | -4.9% |
| 30D | +0.1% | +4.0% | -3.9% | -1.4% |
| 3M | -0.6% | +13.8% | -14.4% | -5.4% |
| 6M | -17.5% | +32.7% | -50.2% | -26.0% |
| YTD | -11.3% | +27.6% | -38.9% | -19.5% |
| 1Y | -25.4% | +47.4% | -72.8% | -36.1% |
| 3Y | +35.5% | +129.0% | -93.5% | -4.2% |
| 5Y | +41.9% | +92.7% | -50.8% | +6.7% |
| All | +306.1% | +184.7% | +121.3% | +154.6% |
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