+65.9%
BLK vs TECK
+65.8%
+0.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -3.3% | -3.8% | +0.5% | -2.5% |
| 30D | -6.5% | +0.7% | -7.3% | -6.8% |
| 3M | +6.7% | +4.6% | +2.1% | +5.0% |
| 6M | +14.7% | +25.1% | -10.4% | +7.2% |
| YTD | +2.5% | +39.2% | -36.6% | -7.3% |
| 1Y | -2.8% | +60.3% | -63.1% | -15.6% |
| 3Y | +65.9% | +62.9% | +3.0% | +36.2% |
| All | +65.9% | +65.8% | +0.1% | +36.2% |
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