+19.7%
BROS vs TECK
+170.8%
-151.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | -5.8% | -3.8% | -1.9% | -4.6% |
| 30D | -14.0% | +0.7% | -14.7% | -14.3% |
| 3M | -32.5% | +4.6% | -37.1% | -34.1% |
| 6M | -14.9% | +25.1% | -40.0% | -22.5% |
| YTD | -28.3% | +39.2% | -67.5% | -37.6% |
| 1Y | -34.0% | +60.3% | -94.3% | -45.6% |
| 3Y | +63.0% | +62.9% | +0.1% | +29.2% |
| All | +19.7% | +170.8% | -151.1% | -6.0% |
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