+1,881.2%
TECK vs BB
+285.0%
+1,596.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -0.4% | +1.8% | -2.3% | -0.8% |
| 30D | -7.1% | +8.1% | -15.3% | -9.2% |
| 3M | -5.5% | -1.0% | -4.5% | -6.1% |
| 6M | -9.7% | +45.9% | -55.6% | -20.3% |
| YTD | +26.3% | +134.8% | -108.6% | -2.3% |
| 1Y | +44.4% | +104.6% | -60.2% | +15.2% |
| 3Y | +70.1% | +152.8% | -82.8% | +20.5% |
| 5Y | +125.8% | -17.4% | +143.2% | +100.3% |
| 10Y | +200.6% | +22.4% | +178.2% | +76.5% |
| All | +1,881.2% | +285.0% | +1,596.2% | +1,442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling