+3.4%
TRU vs BNS
+52.0%
-48.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.4% |
| 7D | +10.5% | +2.0% | +8.5% | +9.6% |
| 30D | +28.7% | +7.8% | +20.9% | +25.0% |
| 3M | +0.7% | +11.7% | -11.0% | -3.4% |
| 6M | +19.3% | +28.2% | -8.9% | +5.0% |
| YTD | -3.7% | +34.8% | -38.5% | -17.1% |
| 1Y | +3.4% | +51.1% | -47.6% | -11.3% |
| All | +3.4% | +52.0% | -48.6% | -11.3% |
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