+3,553.2%
FIX vs TECK
+198.5%
+3,354.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.9% |
| 7D | +9.4% | -0.4% | +9.9% | +9.7% |
| 30D | -27.8% | -7.1% | -20.7% | -26.1% |
| 3M | -35.6% | -5.5% | -30.1% | -34.5% |
| 6M | -45.2% | -9.7% | -35.5% | -43.6% |
| YTD | +19.5% | +26.3% | -6.8% | +11.5% |
| 1Y | +24.2% | +44.4% | -20.1% | +11.5% |
| 3Y | +494.2% | +70.1% | +424.1% | +400.1% |
| 5Y | +1,036.1% | +125.8% | +910.4% | +734.3% |
| All | +3,553.2% | +198.5% | +3,354.7% | +1,920.3% |
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