+128.6%
F vs TECK
+1,890.1%
-1,761.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +2.6% | -7.5% | +10.2% | +4.5% |
| 3M | -8.8% | -8.4% | -0.4% | -7.3% |
| 6M | +4.6% | -2.2% | +6.9% | +3.8% |
| YTD | -1.9% | +26.8% | -28.7% | -9.6% |
| 1Y | -0.8% | +46.5% | -47.3% | -12.0% |
| 3Y | +43.5% | +69.0% | -25.5% | +18.9% |
| 5Y | -12.1% | +138.8% | -150.8% | -35.9% |
| 10Y | +83.6% | +224.3% | -140.7% | +9.8% |
| All | +128.6% | +1,890.1% | -1,761.5% | -14.2% |
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 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