+661.1%
BX vs TECK
+377.7%
+283.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -5.6% | -3.8% | -1.8% | -4.7% |
| 30D | -12.2% | +0.7% | -13.0% | -12.5% |
| 3M | +7.4% | +4.6% | +2.8% | +5.6% |
| 6M | +22.2% | +25.1% | -2.9% | +13.7% |
| YTD | -14.0% | +39.2% | -53.2% | -22.7% |
| 1Y | -27.3% | +60.3% | -87.6% | -37.4% |
| 3Y | +24.5% | +62.9% | -38.3% | +3.9% |
| 5Y | +18.9% | +181.5% | -162.6% | -16.2% |
| All | +661.1% | +377.7% | +283.4% | +316.3% |
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 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