+109.4%
BP vs TECK
+148.6%
-39.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -0.8% | -1.2% | +0.5% | -0.6% |
| 30D | -3.1% | -5.7% | +2.6% | -2.2% |
| 3M | +6.2% | -3.6% | +9.8% | +6.1% |
| 6M | +4.8% | -2.2% | +7.0% | +3.3% |
| YTD | +35.2% | +33.6% | +1.6% | +19.7% |
| 1Y | +27.4% | +49.0% | -21.6% | +8.8% |
| 3Y | +49.8% | +85.4% | -35.6% | +13.0% |
| 5Y | +109.4% | +138.5% | -29.1% | +23.8% |
| All | +109.4% | +148.6% | -39.2% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling