+180.7%
TECK vs BR
+1,281.7%
-1,101.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.0% |
| 7D | +4.9% | -5.0% | +9.9% | +8.8% |
| 30D | +5.2% | -2.5% | +7.6% | +6.8% |
| 3M | +13.8% | +13.5% | +0.3% | +1.4% |
| 6M | +38.5% | -9.4% | +47.9% | +44.1% |
| YTD | +47.3% | -23.3% | +70.6% | +70.2% |
| 1Y | +81.0% | -31.6% | +112.6% | +128.0% |
| 3Y | +79.9% | -5.1% | +84.9% | +68.9% |
| 5Y | +207.9% | +8.2% | +199.7% | +144.7% |
| 10Y | +389.5% | +189.8% | +199.6% | +47.8% |
| All | +180.7% | +1,281.7% | -1,101.0% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling