+36.7%
TMUS vs BNS
+130.5%
-93.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +3.5% | +3.5% | +0.1% | +3.3% |
| 3M | -1.3% | +14.1% | -15.4% | -2.2% |
| 6M | -13.6% | +33.8% | -47.4% | -15.3% |
| YTD | -8.8% | +29.5% | -38.2% | -10.5% |
| 1Y | -22.9% | +48.4% | -71.3% | -26.1% |
| 3Y | +36.7% | +129.6% | -92.9% | +20.6% |
| All | +36.7% | +130.5% | -93.8% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling