+2,084.0%
TECK vs BRO
+1,170.6%
+913.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.8% | -7.3% | +3.5% | +0.1% |
| 30D | +0.7% | -6.9% | +7.6% | +4.5% |
| 3M | +4.6% | +10.7% | -6.1% | -3.5% |
| 6M | +25.1% | -2.7% | +27.8% | +22.5% |
| YTD | +39.2% | -16.3% | +55.5% | +47.0% |
| 1Y | +60.3% | -29.1% | +89.4% | +85.1% |
| 3Y | +62.9% | -7.8% | +70.7% | +52.9% |
| 5Y | +181.5% | +18.7% | +162.7% | +113.2% |
| 10Y | +362.3% | +291.9% | +70.5% | +55.4% |
| All | +2,084.0% | +1,170.6% | +913.3% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling