+231.6%
BP vs TECK
+1,995.8%
-1,764.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| YTD | +35.2% | +33.6% | +1.6% | +20.9% |
| 1Y | +27.4% | +49.0% | -21.6% | +10.4% |
| 3Y | +49.8% | +85.4% | -35.6% | +18.7% |
| 5Y | +109.4% | +138.5% | -29.1% | +50.5% |
| 10Y | +135.7% | +218.0% | -82.3% | +41.2% |
| All | +231.6% | +1,995.8% | -1,764.1% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling