+23.7%
ADP vs TECK
+48.4%
-24.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +0.6% |
| 7D | +3.2% | +1.7% | +1.5% | +3.6% |
| 30D | +12.8% | -7.6% | +20.4% | +11.6% |
| 3M | +12.3% | -5.9% | +18.2% | +11.8% |
| 6M | +45.4% | -2.8% | +48.3% | +47.3% |
| YTD | +21.4% | +31.8% | -10.4% | +23.7% |
| 1Y | +23.7% | +49.1% | -25.4% | +23.4% |
| All | +23.7% | +48.4% | -24.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling