+4,064.6%
BLK vs TECK
+2,212.2%
+1,852.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.1% | -1.6% |
| 7D | -2.7% | +4.9% | -7.5% | -3.8% |
| 30D | -4.8% | +5.2% | -10.0% | -6.0% |
| 3M | +6.5% | +13.8% | -7.3% | +2.7% |
| 6M | +13.2% | +38.5% | -25.3% | +3.8% |
| YTD | +1.8% | +47.3% | -45.5% | -8.4% |
| 1Y | -1.0% | +81.0% | -82.0% | -15.4% |
| 3Y | +66.0% | +79.9% | -13.9% | +38.0% |
| 5Y | +31.2% | +207.9% | -176.6% | -7.7% |
| 10Y | +278.5% | +389.5% | -111.0% | +109.1% |
| All | +4,064.6% | +2,212.2% | +1,852.5% | +1,452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling