+285.0%
TSM vs BNS
+93.4%
+191.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +4.8% | -1.3% | +6.1% | +5.7% |
| 30D | +4.0% | +4.0% | 0.0% | +0.9% |
| 3M | +2.0% | +13.8% | -11.8% | -7.4% |
| 6M | +25.5% | +32.7% | -7.2% | +2.3% |
| YTD | +44.0% | +27.6% | +16.4% | +20.5% |
| 1Y | +75.4% | +47.4% | +28.0% | +32.8% |
| 3Y | +406.7% | +129.0% | +277.8% | +177.1% |
| 5Y | +285.0% | +92.7% | +192.3% | +143.8% |
| All | +285.0% | +93.4% | +191.6% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling