+3,992.1%
TT vs BNS
+1,487.3%
+2,504.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.0% |
| 3M | -11.2% | +3.5% | -14.7% | -13.6% |
| 6M | -8.9% | +22.1% | -31.0% | -21.1% |
| YTD | +9.7% | +29.5% | -19.8% | -8.7% |
| 1Y | +1.3% | +40.7% | -39.4% | -20.4% |
| 3Y | +93.4% | +148.6% | -55.2% | +1.1% |
| 5Y | +133.5% | +79.6% | +53.9% | +51.0% |
| 10Y | +739.9% | +188.9% | +551.1% | +273.3% |
| All | +3,992.1% | +1,487.3% | +2,504.8% | +354.7% |
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