+296.2%
TMUS vs BNS
+375.4%
-79.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.3% |
| 7D | +6.5% | +1.0% | +5.5% | +6.0% |
| 30D | +11.3% | +2.7% | +8.5% | +9.5% |
| 3M | -2.9% | +3.5% | -6.4% | -5.3% |
| 6M | -10.5% | +22.1% | -32.6% | -20.3% |
| YTD | -14.4% | +29.5% | -43.9% | -26.8% |
| 1Y | -17.9% | +40.7% | -58.6% | -32.9% |
| 3Y | +21.9% | +148.6% | -126.7% | -28.7% |
| 5Y | +52.1% | +79.6% | -27.5% | +4.5% |
| 10Y | +242.4% | +188.9% | +53.5% | +68.2% |
| All | +296.2% | +375.4% | -79.2% | +33.8% |
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