+71.4%
BTI vs TECK
+377.7%
-306.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.2% | -3.8% | +3.7% | +0.2% |
| 30D | -1.1% | +0.7% | -1.8% | -1.3% |
| 3M | -8.8% | +4.6% | -13.4% | -9.6% |
| 6M | -4.0% | +25.1% | -29.1% | -7.3% |
| YTD | +0.4% | +39.2% | -38.8% | -4.6% |
| 1Y | +1.9% | +60.3% | -58.4% | -5.0% |
| 3Y | +108.5% | +62.9% | +45.6% | +89.6% |
| 5Y | +118.5% | +181.5% | -62.9% | +80.3% |
| All | +71.4% | +377.7% | -306.3% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling