+4,626.1%
BN vs TECK
+2,171.4%
+2,454.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | -9.5% | +4.6% | -14.1% | -10.6% |
| 3M | -10.4% | +2.8% | -13.2% | -11.6% |
| 6M | -6.4% | +24.9% | -31.3% | -12.4% |
| YTD | -11.9% | +44.7% | -56.6% | -20.9% |
| 1Y | -8.6% | +112.0% | -120.6% | -25.9% |
| 3Y | +77.6% | +67.6% | +10.0% | +49.9% |
| 5Y | +37.0% | +200.3% | -163.3% | -3.4% |
| 10Y | +266.4% | +358.2% | -91.8% | +105.3% |
| All | +4,626.1% | +2,171.4% | +2,454.7% | +1,510.7% |
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