-53.1%
TE vs BNS
+137.4%
-190.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -5.9% | +3.5% | -9.4% | -7.7% |
| 3M | -45.6% | +14.1% | -59.6% | -49.5% |
| 6M | -43.4% | +33.8% | -77.1% | -51.5% |
| YTD | -31.0% | +29.5% | -60.4% | -39.6% |
| 1Y | +145.2% | +48.4% | +96.8% | +101.3% |
| 3Y | -24.1% | +129.6% | -153.7% | -48.0% |
| 5Y | -48.1% | +96.1% | -144.2% | -63.0% |
| All | -53.1% | +137.4% | -190.5% | -66.7% |
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