+43.3%
ADP vs TECK
+91.1%
-47.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -0.2% |
| 7D | +1.1% | +3.1% | -2.0% | +1.2% |
| 30D | +11.5% | -5.0% | +16.5% | +11.5% |
| 3M | +12.0% | -2.6% | +14.6% | +12.1% |
| 6M | +43.8% | 0.0% | +43.8% | +44.3% |
| YTD | +20.1% | +35.6% | -15.6% | +18.4% |
| 1Y | +22.3% | +58.1% | -35.8% | +19.1% |
| 3Y | +43.3% | +93.3% | -50.1% | +34.3% |
| All | +43.3% | +91.1% | -47.8% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling