+257.5%
B vs TECK
+2,028.7%
-1,771.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.7% | +2.4% |
| 7D | +11.3% | +3.1% | +8.2% | +10.4% |
| 30D | +2.9% | -5.0% | +7.9% | +4.3% |
| 3M | -2.9% | -2.6% | -0.3% | -2.3% |
| 6M | -1.2% | 0.0% | -1.2% | -1.1% |
| YTD | -1.3% | +35.6% | -37.0% | -8.3% |
| 1Y | +30.4% | +58.1% | -27.7% | +16.7% |
| 3Y | +195.3% | +93.3% | +101.9% | +147.0% |
| 5Y | +146.2% | +153.7% | -7.5% | +85.5% |
| 10Y | +200.5% | +226.7% | -26.3% | +81.7% |
| All | +257.5% | +2,028.7% | -1,771.2% | +48.1% |
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