+448.7%
FIX vs TECK
+66.4%
+382.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -17.5% | -0.2% | -17.2% | -17.6% |
| 30D | -41.6% | -7.5% | -34.0% | -39.5% |
| 3M | -40.6% | -8.4% | -32.2% | -38.5% |
| 6M | -49.4% | -2.2% | -47.1% | -49.3% |
| YTD | +9.2% | +26.8% | -17.6% | -2.2% |
| 1Y | +6.5% | +46.5% | -40.1% | -9.9% |
| 3Y | +448.7% | +69.0% | +379.7% | +332.7% |
| All | +448.7% | +66.4% | +382.4% | +332.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling