+62.9%
TECK vs BNS
+130.5%
-67.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | -3.8% | -0.4% | -3.5% | -3.6% |
| 30D | +0.7% | +3.5% | -2.7% | -2.4% |
| 3M | +4.6% | +14.1% | -9.5% | -7.3% |
| 6M | +25.1% | +33.8% | -8.7% | -3.1% |
| YTD | +39.2% | +29.5% | +9.7% | +10.8% |
| 1Y | +60.3% | +48.4% | +11.9% | +14.1% |
| 3Y | +62.9% | +129.6% | -66.7% | -16.3% |
| All | +62.9% | +130.5% | -67.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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