+156.8%
BITO vs TECK
+65.8%
+91.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | -3.8% | +0.4% | -2.6% |
| 30D | +21.4% | +0.7% | +20.7% | +21.1% |
| 3M | +20.5% | +4.6% | +15.9% | +18.7% |
| 6M | +7.4% | +25.1% | -17.7% | +0.6% |
| YTD | -13.9% | +39.2% | -53.0% | -21.4% |
| 1Y | -35.1% | +60.3% | -95.4% | -42.8% |
| 3Y | +156.8% | +62.9% | +93.9% | +125.6% |
| All | +156.8% | +65.8% | +91.0% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling