+62.9%
TECK vs BG
+18.0%
+44.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.4% |
| 7D | -3.8% | +3.1% | -7.0% | -4.8% |
| 30D | +0.7% | +10.2% | -9.5% | -2.5% |
| 3M | +4.6% | -1.7% | +6.3% | +4.8% |
| 6M | +25.1% | +1.0% | +24.1% | +23.5% |
| YTD | +39.2% | +39.9% | -0.7% | +21.7% |
| 1Y | +60.3% | +53.2% | +7.1% | +34.4% |
| 3Y | +62.9% | +16.3% | +46.6% | +48.2% |
| All | +62.9% | +18.0% | +44.9% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling