+579.1%
AU vs TECK
+65.8%
+513.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -4.3% | -3.8% | -0.4% | -2.4% |
| 30D | +7.3% | +0.7% | +6.6% | +7.0% |
| 3M | +26.3% | +4.6% | +21.7% | +23.1% |
| 6M | +1.8% | +25.1% | -23.4% | -8.6% |
| YTD | +26.8% | +39.2% | -12.4% | +9.0% |
| 1Y | +66.7% | +60.3% | +6.4% | +35.2% |
| 3Y | +579.1% | +62.9% | +516.2% | +430.5% |
| All | +579.1% | +65.8% | +513.3% | +430.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling