+145.7%
TRU vs BNS
+188.9%
-43.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -2.0% | +3.5% | -5.5% | -4.7% |
| 3M | +18.4% | +14.1% | +4.4% | +7.3% |
| 6M | +8.9% | +33.8% | -24.9% | -11.8% |
| YTD | -8.9% | +29.5% | -38.4% | -24.6% |
| 1Y | -15.9% | +48.4% | -64.3% | -36.9% |
| 3Y | -1.1% | +129.6% | -130.7% | -45.4% |
| 5Y | -35.2% | +96.1% | -131.3% | -60.5% |
| All | +145.7% | +188.9% | -43.2% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling