+72.6%
TEL vs BNS
+130.5%
-57.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | -0.7% | +3.5% | -4.1% | -2.7% |
| 3M | +2.4% | +14.1% | -11.6% | -5.7% |
| 6M | +4.1% | +33.8% | -29.6% | -12.7% |
| YTD | -5.8% | +29.5% | -35.3% | -19.5% |
| 1Y | +0.9% | +48.4% | -47.5% | -19.6% |
| 3Y | +72.6% | +129.6% | -57.0% | +8.6% |
| All | +72.6% | +130.5% | -57.9% | +8.6% |
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