+278.4%
B vs TECK
+2,171.4%
-1,893.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +9.4% | +4.6% | +4.8% | +8.3% |
| 3M | +5.0% | +2.8% | +2.1% | +4.4% |
| 6M | -3.5% | +24.9% | -28.4% | -8.5% |
| YTD | +4.5% | +44.7% | -40.3% | -4.4% |
| 1Y | +67.8% | +112.0% | -44.2% | +39.4% |
| 3Y | +196.7% | +67.6% | +129.1% | +156.0% |
| 5Y | +151.9% | +200.3% | -48.4% | +81.4% |
| 10Y | +202.2% | +358.2% | -156.1% | +66.7% |
| All | +278.4% | +2,171.4% | -1,893.0% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling