+829.0%
TTMI vs BNS
+94.7%
+734.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -32.5% | +14.1% | -46.5% | -40.1% |
| 6M | +32.5% | +33.8% | -1.3% | +3.1% |
| YTD | +83.2% | +29.5% | +53.8% | +46.3% |
| 1Y | +161.7% | +48.4% | +113.3% | +87.5% |
| 3Y | +890.1% | +129.6% | +760.5% | +390.9% |
| All | +829.0% | +94.7% | +734.4% | +428.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling