+530.0%
D vs TECK
+1,890.1%
-1,360.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +11.5% | -7.5% | +19.0% | +12.1% |
| 3M | +3.7% | -8.4% | +12.2% | +4.3% |
| 6M | +13.5% | -2.2% | +15.8% | +13.2% |
| YTD | +20.7% | +26.8% | -6.1% | +17.3% |
| 1Y | +18.2% | +46.5% | -28.3% | +13.4% |
| 3Y | +73.3% | +69.0% | +4.3% | +62.0% |
| 5Y | +12.3% | +138.8% | -126.5% | 0.0% |
| 10Y | +43.4% | +224.3% | -180.9% | +16.4% |
| All | +530.0% | +1,890.1% | -1,360.1% | +289.6% |
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