+950.6%
BX vs TECK
+116.9%
+833.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.9% |
| 7D | -2.0% | +7.8% | -9.7% | -4.3% |
| 30D | -2.3% | +8.3% | -10.6% | -4.9% |
| 3M | +18.5% | +16.1% | +2.4% | +12.3% |
| 6M | +23.7% | +42.9% | -19.1% | +8.9% |
| YTD | -10.4% | +50.8% | -61.1% | -23.1% |
| 1Y | -19.6% | +106.1% | -125.6% | -38.0% |
| 3Y | +30.8% | +84.0% | -53.2% | +1.3% |
| 5Y | +24.3% | +223.5% | -199.1% | -23.6% |
| 10Y | +679.5% | +378.1% | +301.4% | +246.6% |
| All | +950.6% | +116.9% | +833.7% | +248.0% |
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