+62.9%
TECK vs BTG
+94.8%
-31.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.8% | -3.8% | -0.1% | -2.5% |
| 30D | +0.7% | +3.6% | -2.9% | -0.8% |
| 3M | +4.6% | +32.0% | -27.4% | -7.2% |
| 6M | +25.1% | +3.4% | +21.8% | +21.1% |
| YTD | +39.2% | +20.8% | +18.4% | +26.1% |
| 1Y | +60.3% | +22.4% | +37.9% | +42.2% |
| 3Y | +62.9% | +91.7% | -28.8% | +15.8% |
| All | +62.9% | +94.8% | -31.9% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling