+36.6%
BP vs TECK
+59.3%
-22.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.4% | -3.8% |
| 7D | -8.4% | +2.3% | -10.6% | -8.1% |
| 30D | +2.2% | -5.0% | +7.2% | +2.1% |
| 3M | +8.8% | -0.3% | +9.1% | +9.0% |
| 6M | -0.5% | +13.9% | -14.4% | +0.4% |
| YTD | +36.2% | +35.2% | +1.0% | +36.8% |
| 1Y | +36.6% | +57.5% | -21.0% | +36.1% |
| All | +36.6% | +59.3% | -22.7% | +36.1% |
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