+291.3%
IR vs TECK
+322.6%
-31.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | -15.1% | +4.6% | -19.8% | -16.3% |
| 3M | +6.1% | +2.8% | +3.2% | +4.4% |
| 6M | -16.8% | +24.9% | -41.7% | -23.2% |
| YTD | -3.5% | +44.7% | -48.3% | -15.2% |
| 1Y | -3.5% | +112.0% | -115.5% | -25.1% |
| 3Y | +9.5% | +67.6% | -58.1% | -11.8% |
| 5Y | +45.1% | +200.3% | -155.3% | -8.6% |
| All | +291.3% | +322.6% | -31.3% | +111.5% |
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