+20.4%
BTDR vs TECK
+180.1%
-159.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | -3.4% | -3.8% | +0.5% | -1.6% |
| 30D | +32.6% | +0.7% | +31.9% | +32.7% |
| 3M | -32.2% | +4.6% | -36.8% | -33.1% |
| 6M | +52.4% | +25.1% | +27.2% | +42.1% |
| YTD | +6.7% | +39.2% | -32.5% | -3.8% |
| 1Y | -15.2% | +60.3% | -75.6% | -26.6% |
| 3Y | +14.9% | +62.9% | -48.0% | -2.2% |
| All | +20.4% | +180.1% | -159.7% | +4.7% |
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