-19.7%
TSCO vs BNS
+130.5%
-150.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -8.8% | +3.5% | -12.2% | -9.9% |
| 3M | +6.3% | +14.1% | -7.7% | +1.0% |
| 6M | -32.3% | +33.8% | -66.0% | -39.6% |
| YTD | -32.7% | +29.5% | -62.2% | -39.5% |
| 1Y | -43.7% | +48.4% | -92.1% | -52.5% |
| 3Y | -19.7% | +129.6% | -149.3% | -47.1% |
| All | -19.7% | +130.5% | -150.1% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling