+66.2%
NDAQ vs TECK
+130.0%
-63.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +18.0% | -7.1% | +25.1% | +18.8% |
| 3M | +11.5% | -5.5% | +17.0% | +12.0% |
| 6M | +21.1% | -9.7% | +30.8% | +21.8% |
| YTD | +12.8% | +26.3% | -13.4% | +7.6% |
| 1Y | +25.7% | +44.4% | -18.7% | +17.5% |
| 3Y | +116.8% | +70.1% | +46.7% | +92.6% |
| All | +66.2% | +130.0% | -63.8% | +31.8% |
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