+2,171.4%
TECK vs BB
+233.1%
+1,938.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | -5.6% | +5.3% | +1.1% |
| 30D | +4.6% | -11.8% | +16.4% | +7.5% |
| 3M | +2.8% | -25.5% | +28.4% | +9.1% |
| 6M | +24.9% | +121.3% | -96.4% | -1.2% |
| YTD | +44.7% | +103.2% | -58.4% | +16.9% |
| 1Y | +112.0% | +102.6% | +9.4% | +69.8% |
| 3Y | +67.6% | +37.5% | +30.1% | +37.8% |
| 5Y | +200.3% | -30.4% | +230.8% | +177.4% |
| 10Y | +358.2% | 0.0% | +358.2% | +185.1% |
| All | +2,171.4% | +233.1% | +1,938.3% | +1,745.4% |
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