-44.5%
TOST vs BNS
+97.9%
-142.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | -2.2% | +11.6% | +11.5% |
| 30D | +13.5% | +5.1% | +8.4% | +8.3% |
| 3M | -0.1% | +4.7% | -4.9% | -5.1% |
| 6M | +22.5% | +19.0% | +3.4% | +2.4% |
| YTD | -2.4% | +28.2% | -30.5% | -24.8% |
| 1Y | -4.7% | +43.4% | -48.1% | -34.8% |
| 3Y | +103.2% | +143.1% | -39.9% | -22.1% |
| 5Y | -41.2% | +77.3% | -118.6% | -66.5% |
| All | -44.5% | +97.9% | -142.5% | -71.2% |
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