+104.7%
TNA vs BNS
+130.5%
-25.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.1% |
| 7D | -7.3% | -0.4% | -6.9% | -6.6% |
| 30D | -14.2% | +3.5% | -17.6% | -20.0% |
| 3M | -4.6% | +14.1% | -18.6% | -26.7% |
| 6M | +36.9% | +33.8% | +3.2% | -21.5% |
| YTD | +42.5% | +29.5% | +13.1% | -13.1% |
| 1Y | +45.8% | +48.4% | -2.6% | -32.1% |
| 3Y | +104.7% | +129.6% | -24.9% | -59.8% |
| All | +104.7% | +130.5% | -25.8% | -59.8% |
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 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