+57.5%
TECK vs BTSG
+111.7%
-54.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +2.3% | +17.4% | -15.1% | -3.1% |
| 30D | -5.0% | +12.6% | -17.6% | -8.7% |
| 3M | -0.3% | +11.2% | -11.5% | -4.0% |
| 6M | +13.9% | +30.4% | -16.5% | +2.1% |
| YTD | +35.2% | +86.4% | -51.2% | +5.2% |
| 1Y | +57.5% | +117.9% | -60.4% | +11.5% |
| All | +57.5% | +111.7% | -54.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling