+345.4%
TECK vs BLDR
+372.1%
-26.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -5.0% |
| 7D | -4.2% | -8.1% | +3.9% | -1.5% |
| 30D | -0.4% | -21.5% | +21.1% | +7.8% |
| 3M | +10.1% | -21.0% | +31.1% | +17.4% |
| 6M | +26.0% | -37.1% | +63.0% | +44.5% |
| YTD | +38.0% | -42.7% | +80.7% | +62.2% |
| 1Y | +63.8% | -58.0% | +121.7% | +112.5% |
| 3Y | +68.5% | -57.8% | +126.4% | +104.8% |
| 5Y | +179.2% | +10.3% | +168.9% | +119.8% |
| All | +345.4% | +372.1% | -26.8% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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