+26.7%
BTDR vs TECK
+251.7%
-225.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.8% | +0.5% |
| 7D | +22.4% | +7.8% | +14.7% | +18.6% |
| 30D | +16.5% | +8.3% | +8.2% | +12.8% |
| 3M | -31.5% | +16.1% | -47.5% | -35.1% |
| 6M | +74.0% | +42.9% | +31.2% | +54.4% |
| YTD | +13.0% | +50.8% | -37.7% | -1.2% |
| 1Y | -0.2% | +106.1% | -106.3% | -20.1% |
| 3Y | +9.9% | +84.0% | -74.1% | -9.0% |
| 5Y | +28.1% | +223.5% | -195.4% | +8.0% |
| All | +26.7% | +251.7% | -225.0% | +7.0% |
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