-9.1%
LOW vs TECK
+75.5%
-84.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -0.6% | +4.9% | -5.5% | -1.4% |
| 30D | -9.3% | +5.2% | -14.5% | -10.1% |
| 3M | -8.1% | +13.8% | -21.9% | -10.3% |
| 6M | -19.8% | +38.5% | -58.2% | -24.9% |
| YTD | -16.4% | +47.3% | -63.7% | -22.9% |
| 1Y | -24.7% | +81.0% | -105.7% | -33.3% |
| All | -9.1% | +75.5% | -84.6% | -21.4% |
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