+30.0%
TXG vs BNS
+141.9%
-111.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.7% | +2.9% |
| 7D | +9.5% | -0.4% | +9.9% | +9.7% |
| 30D | +18.8% | +3.5% | +15.3% | +15.6% |
| 3M | +136.1% | +14.1% | +122.0% | +115.4% |
| 6M | +235.2% | +33.8% | +201.5% | +176.6% |
| YTD | +320.5% | +29.5% | +291.1% | +253.5% |
| 1Y | +425.2% | +48.4% | +376.8% | +303.6% |
| 3Y | +42.9% | +129.6% | -86.7% | -15.5% |
| 5Y | -62.8% | +96.1% | -158.9% | -76.0% |
| All | +30.0% | +141.9% | -111.8% | -22.4% |
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