+208.8%
C vs TECK
+211.9%
-3.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +1.1% |
| 7D | -0.4% | +1.7% | -2.0% | -1.0% |
| 30D | -5.2% | -7.6% | +2.5% | -2.9% |
| 3M | -9.1% | -5.9% | -3.2% | -7.9% |
| 6M | -1.6% | -2.8% | +1.3% | -2.1% |
| YTD | +6.9% | +31.8% | -24.9% | -5.0% |
| 1Y | +23.0% | +49.1% | -26.1% | +4.7% |
| 3Y | +216.1% | +83.0% | +133.1% | +141.2% |
| 5Y | +112.2% | +150.6% | -38.4% | +34.4% |
| 10Y | +208.8% | +219.0% | -10.2% | +38.7% |
| All | +208.8% | +211.9% | -3.2% | +38.7% |
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