+419.8%
TXN vs BNS
+188.9%
+230.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.4% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -2.9% | +3.5% | -6.3% | -4.9% |
| 3M | -9.1% | +14.1% | -23.2% | -15.9% |
| 6M | +36.6% | +33.8% | +2.9% | +15.5% |
| YTD | +57.5% | +29.5% | +28.0% | +35.1% |
| 1Y | +49.5% | +48.4% | +1.1% | +18.6% |
| 3Y | +76.5% | +129.6% | -53.1% | +7.6% |
| 5Y | +62.4% | +96.1% | -33.7% | +7.3% |
| All | +419.8% | +188.9% | +230.9% | +185.7% |
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 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