+5,513.6%
TSCO vs BNS
+1,476.3%
+4,037.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | -3.1% | -2.2% | -0.9% | -2.3% |
| 30D | -4.4% | +4.5% | -8.8% | -6.3% |
| 3M | +9.7% | +14.9% | -5.2% | +3.3% |
| 6M | -32.4% | +32.5% | -64.9% | -39.9% |
| YTD | -31.7% | +28.6% | -60.3% | -38.7% |
| 1Y | -41.3% | +48.4% | -89.6% | -50.3% |
| 3Y | -18.3% | +130.8% | -149.1% | -42.5% |
| 5Y | -10.3% | +94.8% | -105.0% | -33.1% |
| 10Y | +188.5% | +184.3% | +4.1% | +78.1% |
| All | +5,513.6% | +1,476.3% | +4,037.3% | +1,016.1% |
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 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