+24.2%
FIX vs TECK
+38.3%
-14.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.4% |
| 7D | +9.4% | -0.4% | +9.9% | +9.9% |
| 30D | -27.8% | -7.1% | -20.7% | -24.6% |
| 3M | -35.6% | -5.5% | -30.1% | -33.9% |
| 6M | -45.2% | -9.7% | -35.5% | -43.0% |
| YTD | +19.5% | +26.3% | -6.8% | +5.0% |
| 1Y | +24.2% | +44.4% | -20.1% | +1.7% |
| All | +24.2% | +38.3% | -14.0% | +1.7% |
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