+40.6%
BP vs TECK
+66.9%
-26.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | +5.2% | -3.8% | +9.1% | +5.0% |
| 30D | +8.7% | +0.7% | +8.0% | +8.7% |
| 3M | +9.3% | +4.6% | +4.7% | +9.6% |
| 6M | +13.6% | +25.1% | -11.5% | +14.6% |
| YTD | +37.7% | +39.2% | -1.5% | +38.4% |
| 1Y | +40.6% | +60.3% | -19.7% | +42.3% |
| All | +40.6% | +66.9% | -26.3% | +42.3% |
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