+313.7%
TXT vs BNS
+1,492.9%
-1,179.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.6% |
| 7D | -4.8% | +1.5% | -6.3% | -6.1% |
| 30D | -10.6% | +6.0% | -16.6% | -15.3% |
| 3M | -13.2% | +16.3% | -29.5% | -24.4% |
| 6M | -20.3% | +28.8% | -49.1% | -36.4% |
| YTD | -9.3% | +30.0% | -39.2% | -28.3% |
| 1Y | -2.7% | +50.7% | -53.4% | -32.4% |
| 3Y | +1.4% | +125.4% | -124.0% | -51.5% |
| 5Y | +9.6% | +94.2% | -84.7% | -41.1% |
| 10Y | +94.9% | +182.8% | -87.9% | -22.8% |
| All | +313.7% | +1,492.9% | -1,179.3% | -57.7% |
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 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