+91.7%
BKNG vs TECK
+177.9%
-86.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +1.7% |
| 7D | -10.7% | -4.2% | -6.4% | -10.0% |
| 30D | -18.1% | -0.4% | -17.7% | -18.2% |
| 3M | +8.5% | +10.1% | -1.6% | +5.6% |
| 6M | -0.1% | +26.0% | -26.1% | -6.3% |
| YTD | -18.2% | +38.0% | -56.3% | -25.7% |
| 1Y | -19.9% | +63.8% | -83.6% | -30.6% |
| 3Y | +41.6% | +68.5% | -26.9% | +17.0% |
| All | +91.7% | +177.9% | -86.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling