+364.8%
ALL vs TECK
+372.8%
-8.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -2.2% | +4.9% | -7.1% | -2.8% |
| 30D | -5.6% | +5.2% | -10.8% | -6.3% |
| 3M | +17.2% | +13.8% | +3.5% | +14.7% |
| 6M | +23.2% | +38.5% | -15.2% | +16.7% |
| YTD | +23.6% | +47.3% | -23.7% | +15.3% |
| 1Y | +29.2% | +81.0% | -51.8% | +16.4% |
| 3Y | +153.8% | +79.9% | +74.0% | +122.2% |
| 5Y | +116.1% | +207.9% | -91.8% | +66.7% |
| 10Y | +364.8% | +389.5% | -24.7% | +200.5% |
| All | +364.8% | +372.8% | -8.0% | +200.5% |
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