-46.4%
TOST vs BNS
+100.0%
-146.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | -4.7% | +1.0% | -5.6% | -5.5% |
| 30D | +8.5% | +2.7% | +5.8% | +5.7% |
| 3M | -1.6% | +3.5% | -5.1% | -5.4% |
| 6M | +44.1% | +22.1% | +22.0% | +17.5% |
| YTD | -5.6% | +29.5% | -35.1% | -28.0% |
| 1Y | -12.6% | +40.7% | -53.3% | -38.9% |
| 3Y | +137.6% | +148.6% | -11.0% | -11.1% |
| 5Y | -30.4% | +79.6% | -110.0% | -60.9% |
| All | -46.4% | +100.0% | -146.4% | -72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling