+22.6%
BROS vs TECK
+186.7%
-164.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | -6.6% | +4.9% | -11.5% | -8.1% |
| 30D | -12.3% | +5.2% | -17.5% | -13.9% |
| 3M | -22.2% | +13.8% | -36.0% | -26.1% |
| 6M | -14.3% | +38.5% | -52.8% | -24.5% |
| YTD | -26.6% | +47.3% | -73.9% | -37.3% |
| 1Y | -31.5% | +81.0% | -112.5% | -45.8% |
| 3Y | +62.3% | +79.9% | -17.6% | +24.7% |
| All | +22.6% | +186.7% | -164.2% | -5.5% |
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