+134.6%
TECK vs BURL
-10.8%
+145.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.9% |
| 7D | -0.4% | -1.6% | +1.1% | 0.0% |
| 30D | -7.1% | -7.7% | +0.6% | -5.5% |
| 3M | -5.5% | -31.7% | +26.2% | +2.1% |
| 6M | -9.7% | -15.2% | +5.5% | -7.5% |
| YTD | +26.3% | -15.9% | +42.2% | +29.4% |
| 1Y | +44.4% | -14.2% | +58.6% | +46.6% |
| 3Y | +70.1% | +93.5% | -23.4% | +45.6% |
| All | +134.6% | -10.8% | +145.4% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling