+16.0%
BX vs TECK
+180.4%
-164.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -0.9% |
| 7D | -8.9% | -4.2% | -4.7% | -7.8% |
| 30D | -14.8% | -0.4% | -14.4% | -14.8% |
| 3M | +6.9% | +10.1% | -3.2% | +3.2% |
| 6M | +16.3% | +26.0% | -9.7% | +6.8% |
| YTD | -16.1% | +38.0% | -54.1% | -25.7% |
| 1Y | -26.8% | +63.8% | -90.6% | -39.1% |
| 3Y | +22.4% | +68.5% | -46.1% | -3.0% |
| 5Y | +16.0% | +179.2% | -163.2% | -19.7% |
| All | +16.0% | +180.4% | -164.4% | -19.7% |
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