+1.4%
TT vs BNS
+30.4%
-29.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | 0.0% | +1.5% | -1.5% | -1.0% |
| 30D | -7.2% | +6.0% | -13.1% | -10.3% |
| 3M | -3.0% | +16.3% | -19.3% | -14.0% |
| 6M | +1.4% | +28.8% | -27.4% | -19.4% |
| All | +1.4% | +30.4% | -29.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling