-19.2%
TRI vs BNS
+130.5%
-149.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -7.9% | -0.4% | -7.5% | -7.9% |
| 30D | -4.5% | +3.5% | -8.0% | -4.6% |
| 3M | +22.1% | +14.1% | +8.0% | +20.1% |
| 6M | -2.8% | +33.8% | -36.5% | -7.8% |
| YTD | -23.4% | +29.5% | -52.9% | -27.0% |
| 1Y | -41.5% | +48.4% | -89.9% | -46.9% |
| 3Y | -19.2% | +129.6% | -148.8% | -38.6% |
| All | -19.2% | +130.5% | -149.7% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling