-50.0%
TE vs BNS
+134.0%
-184.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.5% |
| 7D | +15.0% | -1.3% | +16.3% | +15.8% |
| 30D | -7.5% | +4.0% | -11.5% | -9.6% |
| 3M | -42.0% | +13.8% | -55.8% | -46.0% |
| 6M | -31.4% | +32.7% | -64.1% | -41.0% |
| YTD | -26.5% | +27.6% | -54.1% | -35.1% |
| 1Y | +153.1% | +47.4% | +105.7% | +108.8% |
| 3Y | -20.7% | +129.0% | -149.7% | -45.5% |
| 5Y | -45.4% | +92.7% | -138.1% | -60.7% |
| All | -50.0% | +134.0% | -184.0% | -64.2% |
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