+8,809.1%
TSM vs BNS
+1,492.9%
+7,316.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.6% |
| 7D | +2.7% | +1.5% | +1.2% | +1.7% |
| 30D | +3.6% | +6.0% | -2.3% | -0.2% |
| 3M | -3.4% | +16.3% | -19.7% | -12.1% |
| 6M | +20.6% | +28.8% | -8.1% | +3.3% |
| YTD | +41.9% | +30.0% | +11.9% | +20.8% |
| 1Y | +84.4% | +50.7% | +33.7% | +43.5% |
| 3Y | +380.2% | +125.4% | +254.8% | +190.3% |
| 5Y | +275.3% | +94.2% | +181.1% | +147.8% |
| 10Y | +1,751.4% | +182.8% | +1,568.6% | +844.9% |
| All | +8,809.1% | +1,492.9% | +7,316.1% | +829.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling