+61.9%
D vs TECK
+85.2%
-23.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.3% |
| 7D | +0.8% | +7.8% | -7.0% | +0.3% |
| 30D | -0.7% | +8.3% | -9.0% | -1.2% |
| 3M | +2.1% | +16.1% | -14.0% | +1.1% |
| 6M | +6.8% | +42.9% | -36.0% | +4.0% |
| YTD | +16.5% | +50.8% | -34.2% | +12.8% |
| 1Y | +19.2% | +106.1% | -86.9% | +12.4% |
| 3Y | +61.9% | +84.0% | -22.2% | +48.2% |
| All | +61.9% | +85.2% | -23.4% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling