+66.9%
BROS vs TECK
+75.5%
-8.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.2% |
| 7D | -6.6% | +4.9% | -11.5% | -8.2% |
| 30D | -12.3% | +5.2% | -17.5% | -14.0% |
| 3M | -22.2% | +13.8% | -36.0% | -26.5% |
| 6M | -14.3% | +38.5% | -52.8% | -26.0% |
| YTD | -26.6% | +47.3% | -73.9% | -39.0% |
| 1Y | -31.5% | +81.0% | -112.5% | -48.2% |
| All | +66.9% | +75.5% | -8.6% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling