+60.1%
TECK vs BIYA
-99.8%
+159.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.3% |
| 7D | -4.2% | -1.3% | -2.9% | -4.3% |
| 30D | -0.4% | -15.9% | +15.6% | -0.6% |
| 3M | +10.1% | -81.2% | +91.4% | +9.1% |
| 6M | +26.0% | -88.2% | +114.2% | +27.5% |
| YTD | +38.0% | -94.1% | +132.2% | +40.0% |
| 1Y | +63.8% | -98.7% | +162.4% | +73.1% |
| All | +60.1% | -99.8% | +159.9% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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