+215.6%
TRU vs BNS
+203.1%
+12.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -9.4% | -2.2% | -7.2% | -8.0% |
| 30D | -4.1% | +4.5% | -8.6% | -7.2% |
| 3M | +13.6% | +14.9% | -1.3% | +2.8% |
| 6M | +3.6% | +32.5% | -28.9% | -14.7% |
| YTD | -9.8% | +28.6% | -38.4% | -24.4% |
| 1Y | -13.6% | +48.4% | -62.0% | -34.4% |
| 3Y | -2.0% | +130.8% | -132.8% | -44.5% |
| 5Y | -35.8% | +94.8% | -130.6% | -59.8% |
| 10Y | +142.9% | +184.3% | -41.4% | +18.7% |
| All | +215.6% | +203.1% | +12.5% | +45.8% |
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