+34.3%
BP vs TECK
+108.8%
-74.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.9% | -0.3% | +4.3% | +3.9% |
| 30D | +7.6% | +4.6% | +3.0% | +7.8% |
| 3M | +0.7% | +2.8% | -2.1% | +0.9% |
| 6M | +15.5% | +24.9% | -9.4% | +17.0% |
| YTD | +30.8% | +44.7% | -13.9% | +31.7% |
| 1Y | +34.3% | +112.0% | -77.7% | +35.4% |
| All | +34.3% | +108.8% | -74.5% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling