+668.9%
TEL vs BNS
+350.5%
+318.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +2.1% |
| 30D | -4.1% | +4.0% | -8.1% | -7.0% |
| 3M | -2.6% | +13.8% | -16.4% | -11.2% |
| 6M | 0.0% | +32.7% | -32.7% | -17.6% |
| YTD | -9.1% | +27.6% | -36.7% | -23.1% |
| 1Y | -0.8% | +47.4% | -48.2% | -24.0% |
| 3Y | +67.4% | +129.0% | -61.6% | -6.3% |
| 5Y | +51.8% | +92.7% | -41.0% | -5.1% |
| 10Y | +299.4% | +182.1% | +117.4% | +88.9% |
| All | +668.9% | +350.5% | +318.4% | +130.9% |
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