+230.3%
B vs TECK
+1,995.8%
-1,765.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.9% |
| 7D | -2.7% | -1.2% | -1.4% | -2.4% |
| 30D | -4.3% | -5.7% | +1.4% | -2.9% |
| 3M | -2.3% | -3.6% | +1.3% | -1.4% |
| 6M | -16.2% | -2.2% | -14.0% | -15.7% |
| YTD | -8.8% | +33.6% | -42.4% | -14.9% |
| 1Y | +11.4% | +49.0% | -37.6% | +1.1% |
| 3Y | +174.3% | +85.4% | +88.9% | +131.9% |
| 5Y | +116.2% | +138.5% | -22.3% | +65.4% |
| 10Y | +222.7% | +218.0% | +4.8% | +96.6% |
| All | +230.3% | +1,995.8% | -1,765.4% | +37.4% |
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