+362.0%
ALL vs TECK
+215.7%
+146.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.6% | -1.2% | -1.3% | -2.5% |
| 30D | +12.7% | -5.7% | +18.4% | +13.3% |
| 3M | +0.4% | -3.6% | +4.0% | +0.4% |
| 6M | +23.8% | -2.2% | +26.0% | +22.8% |
| YTD | +27.8% | +33.6% | -5.8% | +20.2% |
| 1Y | +28.9% | +49.0% | -20.1% | +19.1% |
| 3Y | +113.9% | +85.4% | +28.5% | +84.9% |
| 5Y | +157.4% | +138.5% | +18.9% | +105.4% |
| All | +362.0% | +215.7% | +146.3% | +199.6% |
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