+1,241.3%
ALL vs TECK
+1,968.8%
-727.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +3.4% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | +13.8% | -7.6% | +21.5% | +15.1% |
| 3M | -2.8% | -5.9% | +3.1% | -2.3% |
| 6M | +23.7% | -2.8% | +26.5% | +22.3% |
| YTD | +27.3% | +31.8% | -4.6% | +17.6% |
| 1Y | +30.5% | +49.1% | -18.6% | +17.6% |
| 3Y | +113.0% | +83.0% | +30.0% | +77.9% |
| 5Y | +157.6% | +150.6% | +7.0% | +94.0% |
| 10Y | +368.4% | +219.0% | +149.4% | +197.5% |
| All | +1,241.3% | +1,968.8% | -727.5% | +407.6% |
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 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