+11.9%
TSN vs BNS
+130.5%
-118.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -4.2% | +3.5% | -7.6% | -4.8% |
| 3M | -3.9% | +14.1% | -18.0% | -6.7% |
| 6M | -9.8% | +33.8% | -43.6% | -16.0% |
| YTD | -7.3% | +29.5% | -36.7% | -12.9% |
| 1Y | -2.2% | +48.4% | -50.6% | -11.3% |
| 3Y | +11.9% | +129.6% | -117.7% | -11.3% |
| All | +11.9% | +130.5% | -118.6% | -11.3% |
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 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