+1,199.2%
TNA vs BNS
+625.2%
+574.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -4.5% |
| 7D | -7.6% | -2.2% | -5.4% | -3.7% |
| 30D | -13.6% | +4.5% | -18.1% | -21.7% |
| 3M | +2.8% | +14.9% | -12.1% | -22.6% |
| 6M | +34.5% | +32.5% | +2.0% | -21.6% |
| YTD | +41.0% | +28.6% | +12.4% | -13.2% |
| 1Y | +52.0% | +48.4% | +3.7% | -28.8% |
| 3Y | +103.5% | +130.8% | -27.3% | -56.5% |
| 5Y | -22.5% | +94.8% | -117.3% | -74.1% |
| 10Y | +81.9% | +184.3% | -102.5% | -55.8% |
| All | +1,199.2% | +625.2% | +574.0% | -2.5% |
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