+30.0%
IR vs TECK
+91.1%
-61.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.0% | -2.3% | +2.6% |
| 7D | +5.0% | +3.1% | +1.9% | +4.0% |
| 30D | +10.3% | -5.0% | +15.3% | +11.8% |
| 3M | -0.1% | -2.6% | +2.5% | +0.1% |
| 6M | +14.8% | 0.0% | +14.8% | +13.2% |
| YTD | +9.7% | +35.6% | -25.9% | -2.4% |
| 1Y | +12.2% | +58.1% | -45.9% | -5.0% |
| 3Y | +30.0% | +93.3% | -63.3% | +2.9% |
| All | +30.0% | +91.1% | -61.1% | +2.9% |
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