+48.4%
D vs TECK
+218.8%
-170.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -2.4% |
| 30D | +9.0% | -5.7% | +14.7% | +9.2% |
| 3M | +1.0% | -3.6% | +4.6% | +1.0% |
| 6M | +11.0% | -2.2% | +13.2% | +10.8% |
| YTD | +19.8% | +33.6% | -13.8% | +17.3% |
| 1Y | +16.0% | +49.0% | -33.0% | +12.8% |
| 3Y | +74.4% | +85.4% | -11.0% | +66.1% |
| 5Y | +13.5% | +138.5% | -125.0% | +6.1% |
| 10Y | +48.4% | +218.0% | -169.6% | +26.2% |
| All | +48.4% | +218.8% | -170.5% | +26.2% |
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 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