+1,269.9%
ALL vs TECK
+1,914.1%
-644.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.4% |
| 7D | 0.0% | +2.1% | -2.1% | -0.5% |
| 30D | +12.8% | -8.9% | +21.7% | +14.3% |
| 3M | +4.7% | -7.1% | +11.8% | +5.4% |
| 6M | +24.9% | -7.0% | +31.9% | +24.5% |
| YTD | +30.0% | +28.3% | +1.6% | +20.6% |
| 1Y | +29.9% | +40.6% | -10.6% | +18.3% |
| 3Y | +117.5% | +78.2% | +39.4% | +82.5% |
| 5Y | +161.7% | +129.5% | +32.2% | +100.4% |
| 10Y | +377.1% | +205.6% | +171.5% | +205.4% |
| All | +1,269.9% | +1,914.1% | -644.3% | +420.8% |
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