-41.5%
TRI vs BNS
+49.3%
-90.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +2.0% |
| 7D | -7.9% | -0.4% | -7.5% | -8.1% |
| 30D | -4.5% | +3.5% | -8.0% | -2.6% |
| 3M | +22.1% | +14.1% | +8.0% | +29.6% |
| 6M | -2.8% | +33.8% | -36.5% | +7.2% |
| YTD | -23.4% | +29.5% | -52.9% | -16.3% |
| 1Y | -41.5% | +48.4% | -89.9% | -39.5% |
| All | -41.5% | +49.3% | -90.8% | -39.5% |
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