+103.2%
TOST vs BNS
+141.7%
-38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | -2.2% | +11.6% | +11.0% |
| 30D | +13.5% | +5.1% | +8.4% | +9.7% |
| 3M | -0.1% | +4.7% | -4.9% | -3.8% |
| 6M | +22.5% | +19.0% | +3.4% | +6.7% |
| YTD | -2.4% | +28.2% | -30.5% | -20.4% |
| 1Y | -4.7% | +43.4% | -48.1% | -30.0% |
| 3Y | +103.2% | +143.1% | -39.9% | -12.5% |
| All | +103.2% | +141.7% | -38.5% | -12.5% |
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 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