+218.0%
TECK vs BUD
-4.5%
+222.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.6% |
| 30D | -5.7% | +7.4% | -13.1% | -9.9% |
| 3M | -3.6% | +4.3% | -7.9% | -6.6% |
| 6M | -2.2% | +5.3% | -7.5% | -6.5% |
| YTD | +33.6% | +33.2% | +0.3% | +11.3% |
| 1Y | +49.0% | +31.8% | +17.2% | +24.9% |
| 3Y | +85.4% | +47.8% | +37.6% | +41.4% |
| 5Y | +138.5% | +50.2% | +88.3% | +75.4% |
| 10Y | +218.0% | -4.8% | +222.8% | +141.3% |
| All | +218.0% | -4.5% | +222.4% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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