+622.3%
NEM vs TECK
+2,265.7%
-1,643.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.8% |
| 7D | +3.9% | +7.8% | -3.9% | +1.9% |
| 30D | +12.7% | +8.3% | +4.4% | +10.6% |
| 3M | +28.7% | +16.1% | +12.6% | +24.1% |
| 6M | +9.8% | +42.9% | -33.1% | +0.9% |
| YTD | +28.1% | +50.8% | -22.7% | +16.2% |
| 1Y | +69.3% | +106.1% | -36.7% | +42.4% |
| 3Y | +247.7% | +84.0% | +163.6% | +196.0% |
| 5Y | +153.4% | +223.5% | -70.1% | +82.3% |
| 10Y | +291.3% | +378.1% | -86.8% | +121.0% |
| All | +622.3% | +2,265.7% | -1,643.5% | +182.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling