-33.5%
TEM vs BNS
+49.3%
-82.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -8.7% | -0.4% | -8.3% | -8.5% |
| 30D | +8.1% | +3.5% | +4.6% | +5.6% |
| 3M | +19.0% | +14.1% | +4.9% | +7.9% |
| 6M | +12.0% | +33.8% | -21.8% | -10.4% |
| YTD | -0.1% | +29.5% | -29.5% | -18.1% |
| 1Y | -33.5% | +48.4% | -81.9% | -44.0% |
| All | -33.5% | +49.3% | -82.8% | -44.0% |
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