+139.2%
TT vs BNS
+81.8%
+57.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.5% |
| 7D | +3.5% | -3.2% | +6.7% | +5.5% |
| 30D | -11.0% | +5.1% | -16.1% | -13.6% |
| 3M | -12.0% | +6.0% | -18.0% | -15.2% |
| 6M | -10.4% | +23.4% | -33.8% | -21.4% |
| YTD | +9.9% | +30.4% | -20.5% | -6.7% |
| 1Y | +1.5% | +44.0% | -42.5% | -18.7% |
| 3Y | +93.7% | +150.3% | -56.6% | +9.8% |
| 5Y | +139.2% | +83.0% | +56.2% | +68.0% |
| All | +139.2% | +81.8% | +57.4% | +68.0% |
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