+318.8%
ADP vs TECK
+218.8%
+99.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.9% | -1.2% | +2.2% | +1.0% |
| 30D | +11.9% | -5.7% | +17.6% | +12.5% |
| 3M | +13.7% | -3.6% | +17.3% | +13.7% |
| 6M | +46.8% | -2.2% | +49.0% | +45.5% |
| YTD | +21.8% | +33.6% | -11.8% | +13.8% |
| 1Y | +23.5% | +49.0% | -25.5% | +13.3% |
| 3Y | +44.1% | +85.4% | -41.3% | +23.3% |
| 5Y | +49.9% | +138.5% | -88.6% | +17.7% |
| 10Y | +318.8% | +218.0% | +100.8% | +162.6% |
| All | +318.8% | +218.8% | +99.9% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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