-49.1%
TSLL vs BNS
+88.7%
-137.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.5% |
| 7D | +17.8% | +0.9% | +16.9% | +16.4% |
| 30D | +8.2% | +2.8% | +5.5% | +5.5% |
| 3M | +20.9% | +3.0% | +17.9% | +15.9% |
| 6M | -37.5% | +23.3% | -60.8% | -53.5% |
| YTD | -44.5% | +29.3% | -73.8% | -61.5% |
| 1Y | -33.0% | +41.7% | -74.6% | -59.5% |
| 3Y | -6.4% | +147.7% | -154.1% | -73.3% |
| All | -49.1% | +88.7% | -137.9% | -81.2% |
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