+10.8%
BTDR vs TECK
+64.4%
-53.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.3% | -0.2% | -0.9% |
| 7D | -3.2% | -4.2% | +1.1% | +0.6% |
| 30D | +32.7% | -0.4% | +33.0% | +33.8% |
| 3M | -28.4% | +10.1% | -38.5% | -33.4% |
| 6M | +51.7% | +26.0% | +25.7% | +27.7% |
| YTD | +2.9% | +38.0% | -35.2% | -20.3% |
| 1Y | -15.5% | +63.8% | -79.3% | -42.7% |
| All | +10.8% | +64.4% | -53.7% | -31.3% |
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