+62.9%
TECK vs BRO
-7.6%
+70.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.8% | -7.3% | +3.5% | -4.8% |
| 30D | +0.7% | -6.9% | +7.6% | -0.2% |
| 3M | +4.6% | +10.7% | -6.1% | +5.5% |
| 6M | +25.1% | -2.7% | +27.8% | +26.3% |
| YTD | +39.2% | -16.3% | +55.5% | +41.2% |
| 1Y | +60.3% | -29.1% | +89.4% | +65.1% |
| 3Y | +62.9% | -7.8% | +70.7% | +105.2% |
| All | +62.9% | -7.6% | +70.5% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling