+807.0%
BNY vs TECK
+2,084.0%
-1,276.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.3% | -3.8% | +2.5% | -0.6% |
| 30D | -0.2% | +0.7% | -0.9% | -0.5% |
| 3M | +14.9% | +4.6% | +10.3% | +13.2% |
| 6M | +40.0% | +25.1% | +14.9% | +31.7% |
| YTD | +42.0% | +39.2% | +2.8% | +29.9% |
| 1Y | +56.9% | +60.3% | -3.5% | +38.6% |
| 3Y | +289.9% | +62.9% | +227.0% | +233.3% |
| 5Y | +259.2% | +181.5% | +77.7% | +160.9% |
| 10Y | +413.3% | +362.3% | +50.9% | +197.9% |
| All | +807.0% | +2,084.0% | -1,276.9% | +304.6% |
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