+349.0%
TECK vs BR
+189.7%
+159.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -3.8% | -3.0% | -0.9% | -2.5% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | +4.6% | +17.3% | -12.7% | -4.2% |
| 6M | +25.1% | -6.7% | +31.8% | +27.6% |
| YTD | +39.2% | -23.4% | +62.6% | +55.9% |
| 1Y | +60.3% | -32.7% | +93.0% | +93.1% |
| 3Y | +62.9% | -5.9% | +68.8% | +58.1% |
| 5Y | +181.5% | +8.4% | +173.0% | +142.6% |
| All | +349.0% | +189.7% | +159.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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