-45.7%
TOST vs BNS
+100.7%
-146.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +1.1% |
| 7D | -3.4% | +1.5% | -5.0% | -4.8% |
| 30D | -2.4% | +6.0% | -8.4% | -8.0% |
| 3M | +34.6% | +16.3% | +18.3% | +15.8% |
| 6M | +15.2% | +28.8% | -13.6% | -10.7% |
| YTD | -4.4% | +30.0% | -34.4% | -27.0% |
| 1Y | -17.4% | +50.7% | -68.1% | -46.1% |
| 3Y | +54.5% | +125.4% | -70.9% | -35.2% |
| All | -45.7% | +100.7% | -146.4% | -72.1% |
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