+2,920.3%
TPR vs BNS
+1,487.3%
+1,433.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.9% |
| 30D | +15.1% | +2.7% | +12.4% | +12.4% |
| 3M | -13.4% | +3.5% | -16.9% | -16.5% |
| 6M | +1.4% | +22.1% | -20.7% | -14.0% |
| YTD | +4.8% | +29.5% | -24.7% | -14.9% |
| 1Y | +29.2% | +40.7% | -11.5% | -1.6% |
| 3Y | +403.7% | +148.6% | +255.1% | +146.7% |
| 5Y | +230.8% | +79.6% | +151.2% | +106.8% |
| 10Y | +369.2% | +188.9% | +180.3% | +116.4% |
| All | +2,920.3% | +1,487.3% | +1,433.0% | +293.9% |
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