+68.8%
BN vs TECK
+75.5%
-6.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.2% |
| 7D | -3.0% | +4.9% | -7.9% | -4.6% |
| 30D | -13.0% | +5.2% | -18.2% | -14.6% |
| 3M | -15.2% | +13.8% | -29.0% | -19.5% |
| 6M | -5.9% | +38.5% | -44.4% | -17.4% |
| YTD | -15.8% | +47.3% | -63.1% | -28.5% |
| 1Y | -12.2% | +81.0% | -93.2% | -31.6% |
| All | +68.8% | +75.5% | -6.7% | +27.8% |
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