+43.3%
IR vs TECK
+207.5%
-164.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -2.7% |
| 7D | +0.6% | +7.8% | -7.1% | -1.4% |
| 30D | -13.6% | +8.3% | -21.9% | -15.5% |
| 3M | +3.7% | +16.1% | -12.4% | -0.9% |
| 6M | -13.1% | +42.9% | -55.9% | -21.9% |
| YTD | -5.1% | +50.8% | -55.9% | -16.3% |
| 1Y | -6.5% | +106.1% | -112.5% | -24.7% |
| 3Y | +8.5% | +84.0% | -75.5% | -12.4% |
| 5Y | +43.3% | +223.5% | -180.2% | +1.7% |
| All | +43.3% | +207.5% | -164.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling