+209.9%
BKNG vs TECK
+377.7%
-167.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -9.8% | -3.8% | -6.0% | -9.1% |
| 30D | -17.9% | +0.7% | -18.6% | -18.2% |
| 3M | +6.6% | +4.6% | +2.0% | +4.5% |
| 6M | +1.1% | +25.1% | -24.0% | -5.9% |
| YTD | -18.2% | +39.2% | -57.4% | -26.6% |
| 1Y | -20.2% | +60.3% | -80.5% | -31.3% |
| 3Y | +39.9% | +62.9% | -23.0% | +15.6% |
| 5Y | +93.1% | +181.5% | -88.3% | +32.4% |
| All | +209.9% | +377.7% | -167.8% | +64.9% |
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