+911.5%
BE vs TECK
+203.5%
+708.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.1% |
| 7D | +20.0% | -0.3% | +20.3% | +20.3% |
| 30D | +7.9% | +4.6% | +3.3% | +5.3% |
| 3M | -13.2% | +2.8% | -16.1% | -13.5% |
| 6M | +53.5% | +24.9% | +28.6% | +39.0% |
| YTD | +191.0% | +44.7% | +146.3% | +145.5% |
| 1Y | +360.5% | +112.0% | +248.5% | +225.2% |
| 3Y | +1,568.0% | +67.6% | +1,500.4% | +1,163.5% |
| 5Y | +1,055.2% | +200.3% | +854.8% | +514.3% |
| All | +911.5% | +203.5% | +708.0% | +177.6% |
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