+67.2%
F vs TECK
+203.4%
-136.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.8% |
| 7D | -3.9% | +2.1% | -6.0% | -4.5% |
| 30D | -0.5% | -8.9% | +8.4% | +1.9% |
| 3M | -12.9% | -7.1% | -5.8% | -11.8% |
| 6M | +1.5% | -7.0% | +8.5% | +2.1% |
| YTD | -5.0% | +28.3% | -33.4% | -13.7% |
| 1Y | -7.3% | +40.6% | -47.9% | -18.1% |
| 3Y | +45.3% | +78.2% | -32.9% | +15.4% |
| 5Y | -15.8% | +129.5% | -145.3% | -40.9% |
| All | +67.2% | +203.4% | -136.3% | -10.6% |
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 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