-29.7%
C vs TECK
+2,171.4%
-2,201.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | +0.1% | +4.6% | -4.6% | -1.5% |
| 3M | +2.4% | +2.8% | -0.4% | +0.8% |
| 6M | +24.9% | +24.9% | 0.0% | +14.8% |
| YTD | +19.8% | +44.7% | -24.9% | +4.4% |
| 1Y | +44.9% | +112.0% | -67.1% | +10.8% |
| 3Y | +263.0% | +67.6% | +195.4% | +188.8% |
| 5Y | +129.5% | +200.3% | -70.8% | +42.2% |
| 10Y | +291.6% | +358.2% | -66.6% | +83.1% |
| All | -29.7% | +2,171.4% | -2,201.1% | -80.0% |
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