+97.6%
AGG vs TECK
+1,746.6%
-1,649.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | -0.2% |
| 7D | -0.2% | +4.9% | -5.0% | -0.2% |
| 30D | -0.2% | +5.2% | -5.4% | -0.2% |
| 3M | -0.7% | +13.8% | -14.5% | -0.7% |
| 6M | -1.8% | +38.5% | -40.3% | -1.8% |
| YTD | -0.6% | +47.3% | -47.9% | -0.6% |
| 1Y | +0.4% | +81.0% | -80.6% | +0.3% |
| 3Y | +13.2% | +79.9% | -66.7% | +13.1% |
| 5Y | -2.0% | +207.9% | -209.8% | -2.0% |
| 10Y | +15.1% | +389.5% | -374.4% | +14.8% |
| All | +97.6% | +1,746.6% | -1,649.0% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling