-9.6%
TOST vs BNS
+42.9%
-52.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | +10.3% | +4.7% | +5.5% | +9.0% |
| 3M | -3.3% | +5.5% | -8.8% | -4.5% |
| 6M | +37.8% | +21.7% | +16.1% | +30.3% |
| YTD | -2.8% | +29.5% | -32.3% | -9.4% |
| 1Y | -9.6% | +41.9% | -51.5% | -19.5% |
| All | -9.6% | +42.9% | -52.4% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling