+668.0%
BE vs TECK
+164.7%
+503.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.0% |
| 7D | +10.8% | -0.4% | +11.3% | +11.5% |
| 30D | -19.8% | -7.1% | -12.7% | -15.9% |
| 3M | -18.7% | -5.5% | -13.3% | -15.4% |
| 6M | -33.7% | -9.7% | -24.0% | -28.3% |
| YTD | +121.0% | +26.3% | +94.7% | +102.3% |
| 1Y | +85.4% | +44.4% | +41.0% | +59.2% |
| 3Y | +1,709.5% | +70.1% | +1,639.5% | +1,290.1% |
| 5Y | +462.2% | +125.8% | +336.4% | +252.0% |
| All | +668.0% | +164.7% | +503.2% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling