+168.6%
F vs TECK
+2,171.4%
-2,002.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +4.6% | +4.6% | 0.0% | +3.3% |
| 3M | -3.7% | +2.8% | -6.5% | -5.0% |
| 6M | +16.8% | +24.9% | -8.1% | +9.2% |
| YTD | +15.3% | +44.7% | -29.4% | +3.3% |
| 1Y | +31.0% | +112.0% | -81.0% | +5.7% |
| 3Y | +45.4% | +67.6% | -22.2% | +21.0% |
| 5Y | +54.7% | +200.3% | -145.7% | +6.7% |
| 10Y | +98.2% | +358.2% | -260.0% | +8.5% |
| All | +168.6% | +2,171.4% | -2,002.8% | -2.0% |
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