+294.7%
C vs TECK
+372.8%
-78.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.5% |
| 7D | +2.6% | +4.9% | -2.3% | +1.0% |
| 30D | +1.9% | +5.2% | -3.3% | +0.1% |
| 3M | +2.8% | +13.8% | -11.0% | -2.0% |
| 6M | +30.6% | +38.5% | -7.9% | +15.9% |
| YTD | +19.9% | +47.3% | -27.5% | +3.6% |
| 1Y | +44.6% | +81.0% | -36.4% | +16.0% |
| 3Y | +272.1% | +79.9% | +192.3% | +187.6% |
| 5Y | +132.0% | +207.9% | -75.9% | +38.6% |
| 10Y | +294.7% | +389.5% | -94.8% | +75.5% |
| All | +294.7% | +372.8% | -78.2% | +75.5% |
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