+149.2%
TT vs BNS
+94.9%
+54.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | +1.6% | +1.8% | -0.2% | +0.5% |
| 30D | -7.3% | +4.5% | -11.8% | -9.9% |
| 3M | -2.6% | +15.8% | -18.4% | -11.0% |
| 6M | +5.9% | +31.5% | -25.6% | -10.3% |
| YTD | +15.4% | +28.6% | -13.2% | -1.0% |
| 1Y | +8.2% | +48.2% | -40.0% | -14.4% |
| 3Y | +122.7% | +130.8% | -8.1% | +33.8% |
| All | +149.2% | +94.9% | +54.3% | +68.6% |
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