+0.2%
TSM vs BNS
+22.1%
-21.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | +0.9% | +5.3% | +5.6% |
| 30D | -7.3% | +2.8% | -10.0% | -7.5% |
| 3M | -7.1% | +3.0% | -10.1% | -7.2% |
| 6M | +0.2% | +23.3% | -23.0% | -18.2% |
| All | +0.2% | +22.1% | -21.9% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling