+2,094.6%
TRMB vs BNS
+1,476.3%
+618.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.5% |
| 7D | -0.3% | +1.8% | -2.1% | -1.4% |
| 30D | -1.2% | +4.5% | -5.7% | -4.5% |
| 3M | +9.6% | +15.8% | -6.2% | -1.3% |
| 6M | -16.1% | +31.5% | -47.6% | -30.7% |
| YTD | -25.0% | +28.6% | -53.6% | -37.4% |
| 1Y | -27.7% | +48.2% | -75.9% | -45.0% |
| 3Y | +15.3% | +130.8% | -115.5% | -35.3% |
| 5Y | -37.4% | +94.9% | -132.3% | -60.7% |
| 10Y | +117.5% | +179.6% | -62.1% | +7.0% |
| All | +2,094.6% | +1,476.3% | +618.4% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling