+100.0%
BN vs TECK
+84.1%
+15.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | +13.5% | -5.7% | +19.3% | +15.5% |
| 3M | -5.9% | -3.6% | -2.3% | -5.4% |
| 6M | -8.9% | -2.2% | -6.7% | -9.6% |
| YTD | -7.9% | +33.6% | -41.4% | -19.5% |
| 1Y | -8.3% | +49.0% | -57.3% | -23.2% |
| All | +100.0% | +84.1% | +15.8% | +48.8% |
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