+76.2%
BND vs TECK
+165.1%
-88.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.2% | -0.1% |
| 7D | +0.1% | +7.8% | -7.6% | +0.1% |
| 30D | -0.4% | +8.3% | -8.6% | -0.3% |
| 3M | -0.2% | +16.1% | -16.3% | -0.2% |
| 6M | -1.2% | +42.9% | -44.0% | -1.1% |
| YTD | -0.3% | +50.8% | -51.1% | -0.3% |
| 1Y | +0.4% | +106.1% | -105.7% | +0.5% |
| 3Y | +13.4% | +84.0% | -70.6% | +13.5% |
| 5Y | -1.5% | +223.5% | -225.0% | -1.2% |
| 10Y | +15.5% | +378.1% | -362.6% | +16.0% |
| All | +76.2% | +165.1% | -88.9% | +74.9% |
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