-31.0%
TRMB vs BNS
+52.0%
-83.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.3% | -17.3% |
| 7D | -15.7% | +2.0% | -17.7% | -15.6% |
| 30D | -7.8% | +7.8% | -15.5% | -8.3% |
| 3M | -9.3% | +11.7% | -21.0% | -10.3% |
| 6M | -20.8% | +28.2% | -49.1% | -25.7% |
| YTD | -30.8% | +34.8% | -65.5% | -37.5% |
| 1Y | -31.0% | +51.1% | -82.0% | -42.6% |
| All | -31.0% | +52.0% | -83.0% | -42.6% |
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