+446.6%
TECK vs BUD
+201.1%
+245.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +4.6% | -5.7% | +10.3% | +8.7% |
| 3M | +2.8% | +3.1% | -0.3% | -0.3% |
| 6M | +24.9% | +7.9% | +17.0% | +17.1% |
| YTD | +44.7% | +27.3% | +17.4% | +20.6% |
| 1Y | +112.0% | +37.8% | +74.2% | +66.4% |
| 3Y | +67.6% | +49.8% | +17.7% | +19.1% |
| 5Y | +200.3% | +43.8% | +156.5% | +111.0% |
| 10Y | +358.2% | -22.6% | +380.8% | +377.9% |
| All | +446.6% | +201.1% | +245.5% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling