-10.5%
TEM vs BNS
+52.0%
-62.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -4.8% |
| 7D | -1.3% | +2.0% | -3.3% | -2.5% |
| 30D | -9.5% | +7.8% | -17.3% | -13.8% |
| 3M | +60.7% | +11.7% | +49.0% | +47.7% |
| 6M | +35.5% | +28.2% | +7.2% | +9.9% |
| YTD | +28.0% | +34.8% | -6.7% | -1.3% |
| 1Y | -10.5% | +51.1% | -61.6% | -34.2% |
| All | -10.5% | +52.0% | -62.5% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling