+277.0%
IR vs TECK
+330.2%
-53.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.4% |
| 7D | -1.9% | +4.9% | -6.8% | -3.3% |
| 30D | -15.0% | +5.2% | -20.2% | -16.4% |
| 3M | -0.4% | +13.8% | -14.2% | -4.8% |
| 6M | -15.0% | +38.5% | -53.5% | -24.0% |
| YTD | -7.1% | +47.3% | -54.4% | -18.7% |
| 1Y | -7.5% | +81.0% | -88.5% | -24.5% |
| 3Y | +6.3% | +79.9% | -73.6% | -16.2% |
| 5Y | +37.3% | +207.9% | -170.5% | -14.1% |
| All | +277.0% | +330.2% | -53.2% | +102.6% |
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