+4,222.2%
TT vs BNS
+1,492.9%
+2,729.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | 0.0% | +1.5% | -1.5% | -1.1% |
| 30D | -7.2% | +6.0% | -13.1% | -11.1% |
| 3M | -3.0% | +16.3% | -19.3% | -12.9% |
| 6M | +1.4% | +28.8% | -27.4% | -15.2% |
| YTD | +15.9% | +30.0% | -14.1% | -3.6% |
| 1Y | +9.4% | +50.7% | -41.3% | -17.8% |
| 3Y | +124.4% | +125.4% | -1.0% | +25.7% |
| 5Y | +138.0% | +94.2% | +43.8% | +45.7% |
| 10Y | +886.4% | +182.8% | +703.6% | +345.3% |
| All | +4,222.2% | +1,492.9% | +2,729.3% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling