-38.4%
TRI vs BNS
+52.2%
-90.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -6.0% |
| 7D | -0.5% | +1.5% | -2.1% | +0.2% |
| 30D | +7.9% | +6.0% | +1.9% | +11.3% |
| 3M | +24.1% | +16.3% | +7.7% | +32.6% |
| 6M | +3.8% | +28.8% | -24.9% | +14.0% |
| YTD | -16.9% | +30.0% | -46.8% | -9.1% |
| 1Y | -38.4% | +50.7% | -89.1% | -36.6% |
| All | -38.4% | +52.2% | -90.6% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling