+667.7%
BBY vs TECK
+2,212.2%
-1,544.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +1.2% | +4.9% | -3.7% | +0.3% |
| 30D | +6.8% | +5.2% | +1.6% | +5.7% |
| 3M | +18.7% | +13.8% | +5.0% | +15.3% |
| 6M | +37.3% | +38.5% | -1.2% | +27.6% |
| YTD | +35.3% | +47.3% | -12.0% | +23.6% |
| 1Y | +20.7% | +81.0% | -60.3% | +5.8% |
| 3Y | +39.4% | +79.9% | -40.4% | +20.1% |
| 5Y | -1.5% | +207.9% | -209.3% | -25.7% |
| 10Y | +239.8% | +389.5% | -149.7% | +115.3% |
| All | +667.7% | +2,212.2% | -1,544.5% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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