+1,124.0%
TTMI vs BNS
+188.9%
+935.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.8% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | -8.4% | +3.5% | -11.9% | -10.8% |
| 3M | -32.5% | +14.1% | -46.5% | -38.9% |
| 6M | +32.5% | +33.8% | -1.3% | +7.4% |
| YTD | +83.2% | +29.5% | +53.8% | +52.0% |
| 1Y | +161.7% | +48.4% | +113.3% | +97.2% |
| 3Y | +890.1% | +129.6% | +760.5% | +442.4% |
| 5Y | +832.4% | +96.1% | +736.4% | +467.5% |
| All | +1,124.0% | +188.9% | +935.1% | +512.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling