+672.3%
AU vs TECK
+377.7%
+294.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.3% | -3.8% | -0.4% | -3.3% |
| 30D | +7.3% | +0.7% | +6.6% | +7.2% |
| 3M | +26.3% | +4.6% | +21.7% | +24.9% |
| 6M | +1.8% | +25.1% | -23.4% | -3.3% |
| YTD | +26.8% | +39.2% | -12.4% | +17.7% |
| 1Y | +66.7% | +60.3% | +6.4% | +49.9% |
| 3Y | +579.1% | +62.9% | +516.2% | +499.2% |
| 5Y | +689.3% | +181.5% | +507.9% | +527.2% |
| All | +672.3% | +377.7% | +294.6% | +374.4% |
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