+14.4%
FIX vs TECK
+59.3%
-44.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.3% | -19.4% | -17.5% |
| 7D | -18.9% | +2.3% | -21.2% | -20.3% |
| 30D | -36.3% | -5.0% | -31.3% | -34.6% |
| 3M | -38.5% | -0.3% | -38.2% | -39.2% |
| 6M | -42.3% | +13.9% | -56.1% | -47.9% |
| YTD | +17.1% | +35.2% | -18.1% | -4.5% |
| 1Y | +14.4% | +57.5% | -43.2% | -16.8% |
| All | +14.4% | +59.3% | -44.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling