+1,521.9%
TRV vs BNS
+1,476.3%
+45.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -1.5% | -2.2% | +0.7% | -0.4% |
| 30D | -1.8% | +4.5% | -6.3% | -4.3% |
| 3M | +21.6% | +14.9% | +6.7% | +12.5% |
| 6M | +22.5% | +32.5% | -10.0% | +5.0% |
| YTD | +28.1% | +28.6% | -0.5% | +11.4% |
| 1Y | +37.0% | +48.4% | -11.3% | +10.3% |
| 3Y | +141.9% | +130.8% | +11.1% | +52.1% |
| 5Y | +158.5% | +94.8% | +63.7% | +75.0% |
| 10Y | +297.5% | +184.3% | +113.2% | +115.8% |
| All | +1,521.9% | +1,476.3% | +45.6% | +186.4% |
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