+2,212.2%
TECK vs BNS
+1,589.7%
+622.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.3% |
| 7D | +4.9% | -1.3% | +6.2% | +6.5% |
| 30D | +5.2% | +4.0% | +1.2% | -0.5% |
| 3M | +13.8% | +13.8% | 0.0% | -3.6% |
| 6M | +38.5% | +32.7% | +5.8% | -2.1% |
| YTD | +47.3% | +27.6% | +19.7% | +9.1% |
| 1Y | +81.0% | +47.4% | +33.6% | +12.1% |
| 3Y | +79.9% | +129.0% | -49.1% | -36.3% |
| 5Y | +207.9% | +92.7% | +115.2% | +32.9% |
| 10Y | +389.5% | +182.1% | +207.4% | +35.3% |
| All | +2,212.2% | +1,589.7% | +622.5% | +167.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling