+216.9%
B vs TECK
+203.4%
+13.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.2% |
| 7D | -6.2% | +2.1% | -8.3% | -6.6% |
| 30D | -6.6% | -8.9% | +2.3% | -4.6% |
| 3M | -7.9% | -7.1% | -0.8% | -6.3% |
| 6M | -16.8% | -7.0% | -9.8% | -15.4% |
| YTD | -11.7% | +28.3% | -40.0% | -15.6% |
| 1Y | +3.5% | +40.6% | -37.1% | -2.9% |
| 3Y | +165.7% | +78.2% | +87.5% | +137.2% |
| 5Y | +108.4% | +129.5% | -21.1% | +76.8% |
| All | +216.9% | +203.4% | +13.5% | +144.9% |
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