+1,779.8%
TSM vs BNS
+188.9%
+1,590.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | +1.0% | -0.4% | +1.4% | +1.2% |
| 30D | +1.0% | +3.5% | -2.5% | -1.4% |
| 3M | +2.9% | +14.1% | -11.2% | -5.5% |
| 6M | +22.8% | +33.8% | -11.0% | +2.4% |
| YTD | +43.3% | +29.5% | +13.8% | +21.8% |
| 1Y | +69.2% | +48.4% | +20.8% | +32.3% |
| 3Y | +404.5% | +129.6% | +274.9% | +199.4% |
| 5Y | +282.2% | +96.1% | +186.1% | +149.5% |
| All | +1,779.8% | +188.9% | +1,590.9% | +899.3% |
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