+174.7%
TECK vs BURL
+987.9%
-813.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.1% | -6.2% |
| 7D | -6.0% | +3.5% | -9.4% | -6.8% |
| 30D | -10.7% | -9.3% | -1.4% | -8.3% |
| 3M | -9.2% | -32.1% | +22.9% | +0.8% |
| 6M | +3.9% | -19.8% | +23.7% | +9.1% |
| YTD | +25.7% | -13.2% | +38.8% | +28.5% |
| 1Y | +44.3% | -7.8% | +52.1% | +44.0% |
| 3Y | +65.7% | +89.3% | -23.6% | +29.5% |
| 5Y | +136.6% | -15.8% | +152.4% | +123.6% |
| 10Y | +221.4% | +262.2% | -40.8% | +86.6% |
| All | +174.7% | +987.9% | -813.3% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling