+83.6%
TECK vs BTSG
+421.3%
-337.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +3.4% |
| 7D | +7.8% | +5.7% | +2.0% | +6.2% |
| 30D | +8.3% | +0.2% | +8.1% | +8.0% |
| 3M | +16.1% | +5.6% | +10.4% | +13.8% |
| 6M | +42.9% | +50.8% | -7.9% | +27.5% |
| YTD | +50.8% | +67.0% | -16.3% | +31.0% |
| 1Y | +106.1% | +145.5% | -39.5% | +63.6% |
| All | +83.6% | +421.3% | -337.7% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling