+2,999.4%
NDAQ vs TECK
+2,171.4%
+828.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +2.5% | +4.6% | -2.2% | +1.5% |
| 3M | +9.9% | +2.8% | +7.1% | +8.7% |
| 6M | +9.4% | +24.9% | -15.5% | +3.5% |
| YTD | +0.4% | +44.7% | -44.3% | -8.3% |
| 1Y | +4.0% | +112.0% | -107.9% | -12.3% |
| 3Y | +94.4% | +67.6% | +26.8% | +67.0% |
| 5Y | +56.7% | +200.3% | -143.6% | +14.7% |
| 10Y | +375.3% | +358.2% | +17.1% | +177.0% |
| All | +2,999.4% | +2,171.4% | +828.0% | +968.4% |
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