+201.8%
TECK vs BURL
+244.4%
-42.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.4% |
| 7D | +2.1% | +0.4% | +1.7% | +2.1% |
| 30D | -8.9% | -4.3% | -4.6% | -7.7% |
| 3M | -7.1% | -28.8% | +21.7% | +2.0% |
| 6M | -7.0% | -12.8% | +5.8% | -4.6% |
| YTD | +28.3% | -12.8% | +41.2% | +31.2% |
| 1Y | +40.6% | -12.3% | +52.8% | +42.5% |
| 3Y | +78.2% | +92.7% | -14.5% | +37.3% |
| 5Y | +129.5% | -6.5% | +136.1% | +110.9% |
| All | +201.8% | +244.4% | -42.6% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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