+69.5%
TECK vs BTSG
+389.4%
-319.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -3.8% | -3.3% | -0.6% | -2.9% |
| 30D | +0.7% | -1.6% | +2.3% | +1.1% |
| 3M | +4.6% | -6.9% | +11.5% | +6.0% |
| 6M | +25.1% | +42.1% | -17.0% | +13.5% |
| YTD | +39.2% | +56.8% | -17.7% | +23.1% |
| 1Y | +60.3% | +109.8% | -49.5% | +32.2% |
| All | +69.5% | +389.4% | -319.9% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling