+349.0%
TECK vs BB
+1.6%
+347.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -3.8% | -0.4% | -3.5% | -3.7% |
| 30D | +0.7% | -12.5% | +13.3% | +3.3% |
| 3M | +4.6% | -17.4% | +22.0% | +7.4% |
| 6M | +25.1% | +119.1% | -94.0% | +4.2% |
| YTD | +39.2% | +102.4% | -63.2% | +17.6% |
| 1Y | +60.3% | +98.2% | -37.9% | +35.3% |
| 3Y | +62.9% | +46.9% | +16.0% | +38.6% |
| 5Y | +181.5% | -26.4% | +207.9% | +161.6% |
| All | +349.0% | +1.6% | +347.4% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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