+1,101.8%
NBIS vs TECK
+41.1%
+1,060.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | +0.7% |
| 7D | +17.8% | +4.9% | +12.9% | +12.9% |
| 30D | +30.5% | +5.2% | +25.4% | +23.9% |
| 3M | +9.2% | +13.8% | -4.6% | -3.6% |
| 6M | +153.2% | +38.5% | +114.7% | +82.0% |
| YTD | +187.1% | +47.3% | +139.8% | +93.7% |
| 1Y | +151.1% | +81.0% | +70.1% | +32.5% |
| All | +1,101.8% | +41.1% | +1,060.6% | +634.6% |
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