+72.2%
F vs TECK
+211.9%
-139.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | -0.2% | +1.7% | -1.9% | -0.8% |
| 30D | +0.9% | -7.6% | +8.5% | +2.9% |
| 3M | -11.3% | -5.9% | -5.5% | -10.5% |
| 6M | +2.0% | -2.8% | +4.9% | +1.3% |
| YTD | -3.2% | +31.8% | -35.0% | -12.6% |
| 1Y | -3.5% | +49.1% | -52.6% | -16.1% |
| 3Y | +48.1% | +83.0% | -34.9% | +16.8% |
| 5Y | -13.5% | +150.6% | -164.1% | -40.9% |
| 10Y | +72.2% | +219.0% | -146.8% | -8.2% |
| All | +72.2% | +211.9% | -139.8% | -8.2% |
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