+86.4%
F vs TECK
+373.9%
-287.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.2% | -8.4% | -5.4% |
| 7D | +1.2% | +7.8% | -6.6% | -1.0% |
| 30D | +1.2% | +8.3% | -7.0% | -1.1% |
| 3M | -5.7% | +16.1% | -21.7% | -10.2% |
| 6M | +17.9% | +42.9% | -24.9% | +5.5% |
| YTD | +10.4% | +50.8% | -40.4% | -3.2% |
| 1Y | +25.3% | +106.1% | -80.7% | -0.2% |
| 3Y | +37.5% | +84.0% | -46.6% | +9.1% |
| 5Y | +46.5% | +223.5% | -177.0% | -5.4% |
| 10Y | +86.4% | +378.1% | -291.7% | -3.7% |
| All | +86.4% | +373.9% | -287.5% | -3.7% |
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