+38.5%
D vs TECK
+372.8%
-334.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.6% |
| 7D | -0.4% | +4.9% | -5.3% | -0.7% |
| 30D | -2.1% | +5.2% | -7.3% | -2.4% |
| 3M | -0.7% | +13.8% | -14.5% | -1.6% |
| 6M | +5.6% | +38.5% | -32.9% | +3.4% |
| YTD | +14.6% | +47.3% | -32.8% | +11.7% |
| 1Y | +15.3% | +81.0% | -65.6% | +11.0% |
| 3Y | +59.1% | +79.9% | -20.7% | +51.7% |
| 5Y | +3.9% | +207.9% | -204.0% | -4.3% |
| 10Y | +38.5% | +389.5% | -351.0% | +12.8% |
| All | +38.5% | +372.8% | -334.3% | +12.8% |
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