-17.8%
TSN vs BNS
+92.5%
-110.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +1.4% | -2.2% | +3.5% | +2.0% |
| 30D | -6.2% | +4.5% | -10.6% | -7.6% |
| 3M | -5.7% | +14.9% | -20.6% | -10.0% |
| 6M | -11.4% | +32.5% | -43.8% | -19.6% |
| YTD | -8.2% | +28.6% | -36.8% | -15.9% |
| 1Y | -2.0% | +48.4% | -50.4% | -14.7% |
| 3Y | +11.9% | +130.8% | -118.9% | -18.2% |
| 5Y | -17.8% | +94.8% | -112.6% | -34.3% |
| All | -17.8% | +92.5% | -110.3% | -34.3% |
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 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