+23.0%
TMUS vs BNS
+151.8%
-128.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +8.2% | -3.2% | +11.4% | +8.2% |
| 30D | +13.4% | +5.1% | +8.3% | +13.2% |
| 3M | -3.0% | +6.0% | -9.0% | -3.2% |
| 6M | -8.8% | +23.4% | -32.1% | -9.3% |
| YTD | -13.8% | +30.4% | -44.3% | -14.6% |
| 1Y | -17.1% | +44.0% | -61.0% | -18.9% |
| All | +23.0% | +151.8% | -128.8% | +12.7% |
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