+1,579.8%
TXN vs BNS
+1,486.6%
+93.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.5% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -2.9% | +3.5% | -6.3% | -4.8% |
| 3M | -9.1% | +14.1% | -23.2% | -15.4% |
| 6M | +36.6% | +33.8% | +2.9% | +17.1% |
| YTD | +57.5% | +29.5% | +28.0% | +36.8% |
| 1Y | +49.5% | +48.4% | +1.1% | +20.9% |
| 3Y | +76.5% | +129.6% | -53.1% | +12.4% |
| 5Y | +62.4% | +96.1% | -33.7% | +11.5% |
| 10Y | +429.7% | +186.2% | +243.5% | +191.7% |
| All | +1,579.8% | +1,486.6% | +93.2% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling