+227.5%
LOW vs TECK
+377.7%
-150.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.7% | -3.8% | +0.1% | -3.1% |
| 30D | -8.9% | +0.7% | -9.6% | -9.1% |
| 3M | -10.4% | +4.6% | -15.0% | -11.7% |
| 6M | -19.4% | +25.1% | -44.5% | -23.6% |
| YTD | -17.1% | +39.2% | -56.3% | -23.5% |
| 1Y | -26.3% | +60.3% | -86.6% | -34.0% |
| 3Y | -9.9% | +62.9% | -72.8% | -21.9% |
| 5Y | +6.1% | +181.5% | -175.4% | -21.8% |
| All | +227.5% | +377.7% | -150.2% | +91.8% |
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