+2,212.2%
TECK vs BG
+1,028.0%
+1,184.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +4.9% | +0.5% | +4.4% | +4.5% |
| 30D | +5.2% | +10.3% | -5.1% | -2.1% |
| 3M | +13.8% | -1.9% | +15.7% | +12.9% |
| 6M | +38.5% | +5.2% | +33.2% | +29.9% |
| YTD | +47.3% | +41.2% | +6.2% | +12.8% |
| 1Y | +81.0% | +50.5% | +30.5% | +30.4% |
| 3Y | +79.9% | +19.9% | +60.0% | +45.9% |
| 5Y | +207.9% | +86.7% | +121.2% | +78.5% |
| 10Y | +389.5% | +167.5% | +222.0% | +92.8% |
| All | +2,212.2% | +1,028.0% | +1,184.2% | +621.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling