+306.7%
TPR vs BNS
+179.9%
+126.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.5% |
| 7D | -7.3% | -1.3% | -6.0% | -6.1% |
| 30D | -30.7% | +4.0% | -34.7% | -33.9% |
| 3M | -21.6% | +13.8% | -35.4% | -31.8% |
| 6M | -21.3% | +32.7% | -54.0% | -41.2% |
| YTD | -10.2% | +27.6% | -37.8% | -30.4% |
| 1Y | +9.5% | +47.4% | -37.9% | -26.7% |
| 3Y | +280.8% | +129.0% | +151.8% | +58.6% |
| 5Y | +218.7% | +92.7% | +126.0% | +57.6% |
| 10Y | +306.7% | +182.1% | +124.6% | +43.1% |
| All | +306.7% | +179.9% | +126.8% | +43.1% |
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 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