+99.6%
TECK vs BTG
+385.9%
-286.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -2.7% |
| 7D | +4.9% | +2.4% | +2.5% | +4.1% |
| 30D | +5.2% | +9.5% | -4.3% | +2.5% |
| 3M | +13.8% | +38.5% | -24.7% | +3.3% |
| 6M | +38.5% | +5.6% | +32.8% | +35.0% |
| YTD | +47.3% | +23.9% | +23.4% | +36.8% |
| 1Y | +81.0% | +32.1% | +48.9% | +63.8% |
| 3Y | +79.9% | +103.2% | -23.3% | +42.0% |
| 5Y | +207.9% | +79.7% | +128.1% | +149.0% |
| 10Y | +389.5% | +159.1% | +230.4% | +215.9% |
| All | +99.6% | +385.9% | -286.3% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling