+153.8%
B vs TECK
+207.5%
-53.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.6% | -2.9% |
| 7D | +2.3% | +7.8% | -5.4% | -0.4% |
| 30D | +1.4% | +8.3% | -6.9% | -1.4% |
| 3M | +12.2% | +16.1% | -3.9% | +6.4% |
| 6M | -2.1% | +42.9% | -45.0% | -12.9% |
| YTD | +2.9% | +50.8% | -47.8% | -9.7% |
| 1Y | +55.3% | +106.1% | -50.8% | +23.7% |
| 3Y | +198.7% | +84.0% | +114.7% | +141.7% |
| 5Y | +153.8% | +223.5% | -69.7% | +89.9% |
| All | +153.8% | +207.5% | -53.7% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling