+172.6%
TTMI vs BNS
+50.5%
+122.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +10.4% |
| 7D | +5.9% | +1.5% | +4.3% | +3.3% |
| 30D | -4.3% | +6.0% | -10.3% | -11.5% |
| 3M | -32.0% | +16.3% | -48.4% | -45.7% |
| 6M | +19.5% | +27.3% | -7.9% | -18.7% |
| YTD | +82.0% | +28.5% | +53.5% | +22.4% |
| 1Y | +172.6% | +49.0% | +123.6% | +60.5% |
| All | +172.6% | +50.5% | +122.2% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling