+363.0%
NDAQ vs TECK
+377.7%
-14.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -5.6% | -3.8% | -1.7% | -5.1% |
| 30D | -4.4% | +0.7% | -5.1% | -4.5% |
| 3M | +5.9% | +4.6% | +1.3% | +5.0% |
| 6M | +7.7% | +25.1% | -17.4% | +4.0% |
| YTD | -5.2% | +39.2% | -44.3% | -10.1% |
| 1Y | -3.4% | +60.3% | -63.7% | -10.3% |
| 3Y | +85.6% | +62.9% | +22.7% | +68.5% |
| 5Y | +49.5% | +181.5% | -132.0% | +23.9% |
| All | +363.0% | +377.7% | -14.6% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling