+219.8%
C vs TECK
+91.1%
+128.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | +0.5% |
| 7D | -0.9% | +3.1% | -4.0% | -1.8% |
| 30D | -5.4% | -5.0% | -0.4% | -4.2% |
| 3M | -9.2% | -2.6% | -6.6% | -9.0% |
| 6M | -1.8% | 0.0% | -1.8% | -3.0% |
| YTD | +6.7% | +35.6% | -29.0% | -4.5% |
| 1Y | +23.5% | +58.1% | -34.6% | +5.5% |
| 3Y | +219.8% | +93.3% | +126.4% | +149.2% |
| All | +219.8% | +91.1% | +128.7% | +149.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling