+71.2%
BKR vs TECK
+65.8%
+5.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -7.0% | -3.8% | -3.1% | -6.0% |
| 30D | -8.1% | +0.7% | -8.9% | -8.4% |
| 3M | -6.6% | +4.6% | -11.2% | -8.3% |
| 6M | +0.9% | +25.1% | -24.3% | -6.9% |
| YTD | +31.1% | +39.2% | -8.1% | +16.2% |
| 1Y | +27.7% | +60.3% | -32.6% | +7.7% |
| 3Y | +71.2% | +62.9% | +8.3% | +36.6% |
| All | +71.2% | +65.8% | +5.4% | +36.6% |
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