-11.4%
MSCI vs TECK
+207.5%
-218.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -7.9% | -4.3% |
| 7D | -2.1% | +7.8% | -9.8% | -3.1% |
| 30D | -1.7% | +8.3% | -10.0% | -2.9% |
| 3M | -8.2% | +16.1% | -24.3% | -10.5% |
| 6M | -2.4% | +42.9% | -45.3% | -8.5% |
| YTD | -2.8% | +50.8% | -53.6% | -10.3% |
| 1Y | -2.7% | +106.1% | -108.7% | -15.6% |
| 3Y | +7.3% | +84.0% | -76.7% | -8.0% |
| 5Y | -11.4% | +223.5% | -234.9% | -31.3% |
| All | -11.4% | +207.5% | -218.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling