-37.4%
C vs TECK
+2,028.7%
-2,066.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.5% | +0.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.9% |
| 30D | -5.4% | -5.0% | -0.4% | -4.1% |
| 3M | -9.2% | -2.6% | -6.6% | -9.0% |
| 6M | -1.8% | 0.0% | -1.8% | -3.1% |
| YTD | +6.7% | +35.6% | -29.0% | -5.6% |
| 1Y | +23.5% | +58.1% | -34.6% | +3.9% |
| 3Y | +219.8% | +93.3% | +126.4% | +143.1% |
| 5Y | +112.4% | +153.7% | -41.3% | +39.0% |
| 10Y | +220.1% | +226.7% | -6.6% | +67.2% |
| All | -37.4% | +2,028.7% | -2,066.0% | -81.9% |
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