-52.1%
TSLL vs BNS
+90.3%
-142.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +8.2% |
| 7D | -14.3% | -0.8% | -13.5% | -12.2% |
| 30D | -6.2% | +5.5% | -11.7% | -12.2% |
| 3M | +21.2% | +6.0% | +15.2% | +11.0% |
| 6M | -36.6% | +22.6% | -59.2% | -52.6% |
| YTD | -47.8% | +30.5% | -78.2% | -64.3% |
| 1Y | -45.2% | +44.1% | -89.4% | -67.7% |
| 3Y | -3.3% | +150.8% | -154.0% | -72.8% |
| All | -52.1% | +90.3% | -142.5% | -82.5% |
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