+1,426.8%
LOW vs TECK
+2,265.7%
-838.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.4% |
| 7D | +0.4% | +7.8% | -7.4% | -0.8% |
| 30D | -10.1% | +8.3% | -18.4% | -11.3% |
| 3M | -2.9% | +16.1% | -18.9% | -5.5% |
| 6M | -19.4% | +42.9% | -62.3% | -24.5% |
| YTD | -15.4% | +50.8% | -66.2% | -21.7% |
| 1Y | -24.9% | +106.1% | -131.0% | -34.2% |
| 3Y | -7.8% | +84.0% | -91.8% | -19.3% |
| 5Y | +8.4% | +223.5% | -215.1% | -16.1% |
| 10Y | +226.8% | +378.1% | -151.3% | +118.0% |
| All | +1,426.8% | +2,265.7% | -838.9% | +625.6% |
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