-15.2%
BTDR vs TECK
+66.9%
-82.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.9% |
| 7D | -3.4% | -3.8% | +0.5% | +0.6% |
| 30D | +32.6% | +0.7% | +31.9% | +32.3% |
| 3M | -32.2% | +4.6% | -36.8% | -35.3% |
| 6M | +52.4% | +25.1% | +27.2% | +23.7% |
| YTD | +6.7% | +39.2% | -32.5% | -22.8% |
| 1Y | -15.2% | +60.3% | -75.6% | -43.1% |
| All | -15.2% | +66.9% | -82.2% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling