+72.5%
TECK vs BB
+66.7%
+5.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.0% |
| 7D | +4.9% | +1.8% | +3.0% | +4.5% |
| 30D | +5.2% | -12.2% | +17.4% | +7.7% |
| 3M | +13.8% | -12.3% | +26.1% | +15.3% |
| 6M | +38.5% | +122.7% | -84.2% | +14.7% |
| YTD | +47.3% | +104.5% | -57.1% | +24.1% |
| 1Y | +81.0% | +106.7% | -25.7% | +51.3% |
| All | +72.5% | +66.7% | +5.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling