+132.0%
BP vs TECK
+405.7%
-273.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.0% | +2.5% |
| 7D | +4.0% | +4.9% | -0.9% | +2.5% |
| 30D | +7.8% | +5.2% | +2.6% | +6.0% |
| 3M | +8.4% | +13.8% | -5.4% | +3.1% |
| 6M | +15.1% | +38.5% | -23.4% | +1.1% |
| YTD | +36.4% | +47.3% | -10.9% | +16.5% |
| 1Y | +40.9% | +81.0% | -40.1% | +11.5% |
| 3Y | +38.8% | +79.9% | -41.0% | +5.2% |
| 5Y | +141.1% | +207.9% | -66.8% | +44.3% |
| All | +132.0% | +405.7% | -273.7% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling