+45.9%
TEM vs BNS
+119.2%
-73.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -5.3% |
| 7D | -9.2% | -2.2% | -7.0% | -6.2% |
| 30D | +5.5% | +4.5% | +1.0% | -2.7% |
| 3M | +18.7% | +14.9% | +3.8% | -7.2% |
| 6M | +15.4% | +32.5% | -17.1% | -30.3% |
| YTD | -0.5% | +28.6% | -29.1% | -37.5% |
| 1Y | -24.8% | +48.4% | -73.2% | -65.7% |
| All | +45.9% | +119.2% | -73.3% | -74.1% |
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