+320.5%
TMUS vs BNS
+377.1%
-56.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | +0.1% | +1.5% | -1.5% | -0.7% |
| 30D | +5.3% | +6.0% | -0.7% | +1.8% |
| 3M | +3.1% | +16.3% | -13.2% | -5.3% |
| 6M | -16.5% | +28.8% | -45.2% | -27.7% |
| YTD | -9.2% | +30.0% | -39.1% | -22.1% |
| 1Y | -26.5% | +50.7% | -77.2% | -42.0% |
| 3Y | +39.0% | +125.4% | -86.4% | -13.9% |
| 5Y | +40.4% | +94.2% | -53.9% | -7.5% |
| 10Y | +303.7% | +182.8% | +120.9% | +101.8% |
| All | +320.5% | +377.1% | -56.6% | +42.3% |
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