+34.1%
MSCI vs TECK
+66.4%
-32.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | +2.8% | -0.2% | +3.1% | +2.9% |
| 30D | +15.4% | -7.5% | +23.0% | +16.0% |
| 3M | +13.4% | -8.4% | +21.8% | +13.9% |
| 6M | +10.9% | -2.2% | +13.1% | +10.7% |
| YTD | +13.0% | +26.8% | -13.8% | +8.4% |
| 1Y | +12.0% | +46.5% | -34.5% | +5.1% |
| 3Y | +34.1% | +69.0% | -34.9% | +22.5% |
| All | +34.1% | +66.4% | -32.3% | +22.5% |
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 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