+27.0%
BROS vs TECK
+181.7%
-154.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -6.7% | -0.3% | -6.3% | -6.6% |
| 30D | -29.1% | +4.6% | -33.7% | -30.1% |
| 3M | -16.7% | +2.8% | -19.5% | -18.3% |
| 6M | -11.6% | +24.9% | -36.5% | -19.4% |
| YTD | -23.9% | +44.7% | -68.7% | -34.6% |
| 1Y | -34.8% | +112.0% | -146.8% | -51.3% |
| 3Y | +62.1% | +67.6% | -5.5% | +27.3% |
| All | +27.0% | +181.7% | -154.7% | -1.5% |
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 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