-18.4%
TSLL vs BNS
+141.7%
-160.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.8% |
| 7D | -21.2% | -2.2% | -19.0% | -17.1% |
| 30D | -13.3% | +5.1% | -18.4% | -19.1% |
| 3M | +15.4% | +4.7% | +10.6% | +6.2% |
| 6M | -34.2% | +19.0% | -53.3% | -50.7% |
| YTD | -52.9% | +28.2% | -81.1% | -68.9% |
| 1Y | -54.3% | +43.4% | -97.7% | -75.3% |
| 3Y | -18.4% | +143.1% | -161.5% | -77.5% |
| All | -18.4% | +141.7% | -160.1% | -77.5% |
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 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