-65.4%
TEAM vs BNS
+78.5%
-144.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.9% |
| 30D | -26.7% | +2.8% | -29.5% | -27.9% |
| 3M | -9.6% | +3.0% | -12.6% | -11.8% |
| 6M | +86.0% | +23.3% | +62.8% | +60.1% |
| YTD | -7.5% | +29.3% | -36.8% | -24.1% |
| 1Y | -1.4% | +41.7% | -43.0% | -24.8% |
| 3Y | -14.3% | +147.7% | -162.0% | -60.4% |
| All | -65.4% | +78.5% | -144.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling