+613.0%
EXC vs TECK
+2,028.7%
-1,415.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.0% | -6.9% | -0.8% |
| 7D | -1.7% | +3.1% | -4.8% | -2.2% |
| 30D | +9.3% | -5.0% | +14.3% | +9.8% |
| 3M | +1.0% | -2.6% | +3.6% | +1.0% |
| 6M | +5.9% | 0.0% | +6.0% | +5.0% |
| YTD | +7.6% | +35.6% | -28.0% | +1.9% |
| 1Y | +2.4% | +58.1% | -55.7% | -5.0% |
| 3Y | +30.2% | +93.3% | -63.1% | +14.7% |
| 5Y | +41.4% | +153.7% | -112.4% | +16.4% |
| 10Y | +183.8% | +226.7% | -43.0% | +105.6% |
| All | +613.0% | +2,028.7% | -1,415.6% | +262.0% |
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