+239.1%
TPR vs BNS
+94.5%
+144.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.0% |
| 7D | -3.4% | +1.8% | -5.2% | -4.6% |
| 30D | -27.3% | +4.5% | -31.8% | -30.0% |
| 3M | -16.2% | +15.8% | -32.0% | -25.7% |
| 6M | -17.9% | +31.5% | -49.4% | -33.9% |
| YTD | -7.1% | +28.6% | -35.7% | -24.0% |
| 1Y | +13.6% | +48.2% | -34.6% | -16.8% |
| 3Y | +293.7% | +130.8% | +163.0% | +99.6% |
| 5Y | +239.1% | +94.9% | +144.2% | +97.7% |
| All | +239.1% | +94.5% | +144.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling