+148.0%
ALL vs TECK
+150.4%
-2.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -0.8% |
| 7D | -3.9% | +3.1% | -6.9% | -4.1% |
| 30D | +10.6% | -5.0% | +15.6% | +10.9% |
| 3M | -4.6% | -2.6% | -2.0% | -4.6% |
| 6M | +20.2% | 0.0% | +20.2% | +19.7% |
| YTD | +23.7% | +35.6% | -11.9% | +18.9% |
| 1Y | +27.9% | +58.1% | -30.2% | +20.8% |
| 3Y | +109.2% | +93.3% | +15.8% | +86.3% |
| 5Y | +148.0% | +153.7% | -5.7% | +102.6% |
| All | +148.0% | +150.4% | -2.4% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling