-33.3%
TSLL vs BNS
+130.6%
-163.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.7% | -9.9% |
| 7D | +1.9% | +1.5% | +0.3% | -0.4% |
| 30D | +17.8% | +6.0% | +11.8% | +5.7% |
| 3M | -37.0% | +16.3% | -53.4% | -50.9% |
| 6M | -37.7% | +28.8% | -66.4% | -58.9% |
| YTD | -51.4% | +30.0% | -81.3% | -68.6% |
| 1Y | -23.4% | +50.7% | -74.1% | -61.9% |
| All | -33.3% | +130.6% | -163.9% | -82.1% |
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