+289.9%
BNY vs TECK
+65.8%
+224.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.3% | -3.8% | +2.5% | -0.7% |
| 30D | -0.2% | +0.7% | -0.9% | -0.4% |
| 3M | +14.9% | +4.6% | +10.3% | +13.4% |
| 6M | +40.0% | +25.1% | +14.9% | +32.7% |
| YTD | +42.0% | +39.2% | +2.8% | +31.2% |
| 1Y | +56.9% | +60.3% | -3.5% | +40.3% |
| 3Y | +289.9% | +62.9% | +227.0% | +235.0% |
| All | +289.9% | +65.8% | +224.1% | +235.0% |
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