+438.0%
TSN vs BNS
+1,476.3%
-1,038.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -5.0% | +1.8% | -6.9% | -5.9% |
| 30D | -9.1% | +4.5% | -13.6% | -11.1% |
| 3M | -7.4% | +15.8% | -23.2% | -13.7% |
| 6M | -13.4% | +31.5% | -44.9% | -24.0% |
| YTD | -8.5% | +28.6% | -37.1% | -18.9% |
| 1Y | -3.2% | +48.2% | -51.4% | -19.7% |
| 3Y | +11.5% | +130.8% | -119.3% | -25.4% |
| 5Y | -19.5% | +94.9% | -114.4% | -42.6% |
| 10Y | -9.1% | +179.6% | -188.7% | -46.8% |
| All | +438.0% | +1,476.3% | -1,038.3% | +54.4% |
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