-39.5%
TRMB vs BNS
+92.5%
-132.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | -5.4% | -2.2% | -3.2% | -4.1% |
| 30D | -2.0% | +4.5% | -6.4% | -5.2% |
| 3M | +12.3% | +14.9% | -2.6% | +1.4% |
| 6M | -17.6% | +32.5% | -50.1% | -33.0% |
| YTD | -27.5% | +28.6% | -56.1% | -40.0% |
| 1Y | -29.1% | +48.4% | -77.5% | -47.3% |
| 3Y | +11.5% | +130.8% | -119.3% | -42.0% |
| 5Y | -39.5% | +94.8% | -134.3% | -62.6% |
| All | -39.5% | +92.5% | -132.0% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling