+132.9%
TECK vs BURL
-17.2%
+150.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -0.2% | +4.1% | -4.3% | -1.0% |
| 30D | -7.5% | -9.5% | +1.9% | -5.7% |
| 3M | -8.4% | -33.5% | +25.1% | -0.8% |
| 6M | -2.2% | -22.1% | +19.9% | +1.8% |
| YTD | +26.8% | -14.6% | +41.4% | +29.4% |
| 1Y | +46.5% | -8.4% | +54.9% | +46.6% |
| 3Y | +69.0% | +86.6% | -17.5% | +46.9% |
| All | +132.9% | -17.2% | +150.1% | +108.1% |
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