+55,773.3%
FIX vs TECK
+2,171.4%
+53,601.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | -7.2% | +4.6% | -11.9% | -8.3% |
| 3M | -15.9% | +2.8% | -18.7% | -16.4% |
| 6M | +12.7% | +24.9% | -12.2% | +7.4% |
| YTD | +72.8% | +44.7% | +28.0% | +59.1% |
| 1Y | +122.9% | +112.0% | +10.9% | +88.2% |
| 3Y | +774.3% | +67.6% | +706.7% | +665.7% |
| 5Y | +2,049.5% | +200.3% | +1,849.1% | +1,493.3% |
| 10Y | +5,821.5% | +358.2% | +5,463.2% | +3,531.7% |
| All | +55,773.3% | +2,171.4% | +53,601.9% | +30,101.0% |
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