+349.0%
TECK vs BG
+166.7%
+182.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.7% |
| 7D | -3.8% | +3.1% | -7.0% | -5.4% |
| 30D | +0.7% | +10.2% | -9.5% | -4.7% |
| 3M | +4.6% | -1.7% | +6.3% | +4.2% |
| 6M | +25.1% | +1.0% | +24.1% | +21.9% |
| YTD | +39.2% | +39.9% | -0.7% | +13.2% |
| 1Y | +60.3% | +53.2% | +7.1% | +22.6% |
| 3Y | +62.9% | +16.3% | +46.6% | +41.7% |
| 5Y | +181.5% | +83.9% | +97.6% | +86.9% |
| All | +349.0% | +166.7% | +182.4% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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