+103.0%
TXT vs BNS
+188.9%
-85.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.7% |
| 7D | +2.4% | -0.4% | +2.8% | +2.8% |
| 30D | -8.9% | +3.5% | -12.3% | -12.0% |
| 3M | -13.6% | +14.1% | -27.6% | -23.8% |
| 6M | -13.1% | +33.8% | -46.9% | -33.5% |
| YTD | -7.0% | +29.5% | -36.5% | -26.9% |
| 1Y | -1.4% | +48.4% | -49.8% | -31.6% |
| 3Y | +6.9% | +129.6% | -122.7% | -51.6% |
| 5Y | +15.4% | +96.1% | -80.7% | -40.4% |
| All | +103.0% | +188.9% | -85.9% | -22.9% |
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