-24.5%
TE vs BNS
+129.0%
-153.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.8% | -7.5% | -7.9% |
| 7D | +0.9% | -2.2% | +3.1% | +3.9% |
| 30D | -16.3% | +4.5% | -20.7% | -21.9% |
| 3M | -40.8% | +14.9% | -55.6% | -52.2% |
| 6M | -42.6% | +32.5% | -75.1% | -62.2% |
| YTD | -31.4% | +28.6% | -60.0% | -52.3% |
| 1Y | +144.9% | +48.4% | +96.6% | +40.2% |
| All | -24.5% | +129.0% | -153.5% | -77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling