+349.0%
TECK vs BRO
+294.2%
+54.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.8% | -7.3% | +3.5% | -1.2% |
| 30D | +0.7% | -6.9% | +7.6% | +3.3% |
| 3M | +4.6% | +10.7% | -6.1% | -1.3% |
| 6M | +25.1% | -2.7% | +27.8% | +23.7% |
| YTD | +39.2% | -16.3% | +55.5% | +46.3% |
| 1Y | +60.3% | -29.1% | +89.4% | +81.5% |
| 3Y | +62.9% | -7.8% | +70.7% | +53.8% |
| 5Y | +181.5% | +18.7% | +162.7% | +114.9% |
| All | +349.0% | +294.2% | +54.8% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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