+2,681.4%
TPR vs BNS
+1,492.9%
+1,188.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | -2.3% | +1.5% | -3.8% | -3.5% |
| 30D | -23.0% | +6.0% | -28.9% | -26.7% |
| 3M | -12.5% | +16.3% | -28.8% | -22.6% |
| 6M | -21.4% | +28.8% | -50.2% | -35.6% |
| YTD | -3.5% | +30.0% | -33.5% | -21.5% |
| 1Y | +17.4% | +50.7% | -33.4% | -14.8% |
| 3Y | +291.3% | +125.4% | +165.9% | +106.7% |
| 5Y | +241.9% | +94.2% | +147.7% | +102.4% |
| 10Y | +322.7% | +182.8% | +139.8% | +98.3% |
| All | +2,681.4% | +1,492.9% | +1,188.5% | +263.4% |
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