+504.6%
D vs TECK
+2,171.4%
-1,666.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | -2.6% | +4.6% | -7.2% | -3.0% |
| 3M | 0.0% | +2.8% | -2.8% | -0.5% |
| 6M | +7.4% | +24.9% | -17.5% | +4.8% |
| YTD | +15.9% | +44.7% | -28.9% | +11.6% |
| 1Y | +18.1% | +112.0% | -93.9% | +9.9% |
| 3Y | +58.4% | +67.6% | -9.2% | +48.3% |
| 5Y | +5.2% | +200.3% | -195.1% | -8.1% |
| 10Y | +35.9% | +358.2% | -322.4% | +6.9% |
| All | +504.6% | +2,171.4% | -1,666.8% | +270.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling