+211.9%
B vs TECK
+372.8%
-160.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +1.0% | +4.9% | -3.8% | -0.1% |
| 30D | +9.5% | +5.2% | +4.3% | +8.3% |
| 3M | +14.3% | +13.8% | +0.5% | +11.1% |
| 6M | -1.9% | +38.5% | -40.4% | -8.2% |
| YTD | +4.1% | +47.3% | -43.3% | -3.6% |
| 1Y | +56.1% | +81.0% | -24.9% | +38.8% |
| 3Y | +202.0% | +79.9% | +122.1% | +165.8% |
| 5Y | +158.8% | +207.9% | -49.1% | +107.6% |
| 10Y | +211.9% | +389.5% | -177.6% | +100.3% |
| All | +211.9% | +372.8% | -160.9% | +100.3% |
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