+52.5%
NDAQ vs TECK
+213.6%
-161.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -1.6% | +4.9% | -6.4% | -2.1% |
| 30D | -1.5% | +5.2% | -6.7% | -2.1% |
| 3M | +8.0% | +13.8% | -5.7% | +6.1% |
| 6M | +7.7% | +38.5% | -30.8% | +2.6% |
| YTD | -2.3% | +47.3% | -49.7% | -8.2% |
| 1Y | +0.6% | +81.0% | -80.4% | -8.4% |
| 3Y | +90.9% | +79.9% | +11.1% | +69.5% |
| 5Y | +52.5% | +207.9% | -155.4% | +23.6% |
| All | +52.5% | +213.6% | -161.2% | +23.6% |
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 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