+748.4%
TT vs BNS
+188.0%
+560.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +8.1% | +1.0% | +7.1% | +7.4% |
| 30D | -11.3% | +2.7% | -14.0% | -12.8% |
| 3M | -11.2% | +3.5% | -14.7% | -13.4% |
| 6M | -8.9% | +22.1% | -31.0% | -20.1% |
| YTD | +9.7% | +29.5% | -19.8% | -7.2% |
| 1Y | +1.3% | +40.7% | -39.4% | -18.7% |
| 3Y | +93.4% | +148.6% | -55.2% | +6.7% |
| 5Y | +133.5% | +79.6% | +53.9% | +57.4% |
| All | +748.4% | +188.0% | +560.4% | +294.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling