+9.2%
TT vs BNS
+50.5%
-41.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.4% |
| 7D | -0.2% | +1.5% | -1.8% | -1.3% |
| 30D | -7.4% | +6.0% | -13.3% | -10.8% |
| 3M | -3.2% | +16.3% | -19.5% | -13.8% |
| 6M | +1.1% | +27.3% | -26.2% | -17.2% |
| YTD | +15.6% | +28.5% | -12.9% | -5.8% |
| 1Y | +9.2% | +49.0% | -39.8% | -18.5% |
| All | +9.2% | +50.5% | -41.3% | -18.5% |
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