-8.8%
IR vs TECK
+65.6%
-74.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +1.0% |
| 7D | -3.1% | -4.2% | +1.2% | -2.1% |
| 30D | -14.0% | -0.4% | -13.6% | -14.1% |
| 3M | +3.7% | +10.1% | -6.4% | +0.5% |
| 6M | -15.4% | +26.0% | -41.4% | -21.9% |
| YTD | -7.7% | +38.0% | -45.7% | -16.4% |
| 1Y | -8.8% | +63.8% | -72.6% | -20.0% |
| All | -8.8% | +65.6% | -74.4% | -20.0% |
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 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