+349.0%
TECK vs BTG
+159.3%
+189.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.8% | -3.8% | -0.1% | -2.8% |
| 30D | +0.7% | +3.6% | -2.9% | -0.4% |
| 3M | +4.6% | +32.0% | -27.4% | -4.3% |
| 6M | +25.1% | +3.4% | +21.8% | +22.4% |
| YTD | +39.2% | +20.8% | +18.4% | +29.6% |
| 1Y | +60.3% | +22.4% | +37.9% | +47.4% |
| 3Y | +62.9% | +91.7% | -28.8% | +29.4% |
| 5Y | +181.5% | +79.0% | +102.5% | +127.3% |
| All | +349.0% | +159.3% | +189.8% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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