+290.2%
BN vs TECK
+198.5%
+91.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.1% |
| 7D | -1.0% | -0.4% | -0.5% | -0.9% |
| 30D | +14.0% | -7.1% | +21.1% | +16.2% |
| 3M | -9.0% | -5.5% | -3.5% | -8.0% |
| 6M | -8.8% | -9.7% | +0.9% | -7.3% |
| YTD | -10.3% | +26.3% | -36.5% | -18.1% |
| 1Y | -5.8% | +44.4% | -50.2% | -17.5% |
| 3Y | +94.8% | +70.1% | +24.7% | +58.6% |
| 5Y | +31.5% | +125.8% | -94.3% | -5.0% |
| All | +290.2% | +198.5% | +91.8% | +106.5% |
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 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