+256.9%
BN vs TECK
+373.8%
-116.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.6% |
| 7D | -5.9% | -4.2% | -1.6% | -4.8% |
| 30D | -15.1% | -0.4% | -14.7% | -15.2% |
| 3M | -14.6% | +10.1% | -24.7% | -17.5% |
| 6M | -8.4% | +26.0% | -34.4% | -15.4% |
| YTD | -16.8% | +38.0% | -54.8% | -25.6% |
| 1Y | -14.4% | +63.8% | -78.1% | -27.4% |
| 3Y | +70.1% | +68.5% | +1.6% | +39.4% |
| 5Y | +33.5% | +179.2% | -145.7% | -8.3% |
| All | +256.9% | +373.8% | -116.9% | +90.6% |
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 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