-4.5%
TT vs BNS
+52.0%
-56.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -3.4% |
| 7D | -8.5% | +2.0% | -10.5% | -9.6% |
| 30D | -12.8% | +7.8% | -20.6% | -16.8% |
| 3M | -12.9% | +11.7% | -24.5% | -19.1% |
| 6M | -15.2% | +28.2% | -43.5% | -30.1% |
| YTD | +6.2% | +34.8% | -28.6% | -16.9% |
| 1Y | -4.5% | +51.1% | -55.6% | -30.4% |
| All | -4.5% | +52.0% | -56.5% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling