+413.8%
TPR vs BNS
+150.6%
+263.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.5% |
| 7D | +12.7% | -0.8% | +13.5% | +12.7% |
| 30D | +17.1% | +5.5% | +11.5% | +12.9% |
| 3M | -15.9% | +6.0% | -21.9% | -19.4% |
| 6M | +2.6% | +22.6% | -20.0% | -11.3% |
| YTD | +7.5% | +30.5% | -23.0% | -10.8% |
| 1Y | +32.9% | +44.1% | -11.2% | +3.5% |
| 3Y | +413.8% | +150.8% | +263.1% | +171.7% |
| All | +413.8% | +150.6% | +263.3% | +171.7% |
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