+155.1%
NEM vs TECK
+180.1%
-25.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.0% | -3.8% | +2.9% | +0.3% |
| 30D | +7.8% | +0.7% | +7.1% | +7.5% |
| 3M | +30.2% | +4.6% | +25.6% | +27.8% |
| 6M | +9.6% | +25.1% | -15.5% | +1.2% |
| YTD | +27.8% | +39.2% | -11.4% | +14.0% |
| 1Y | +60.7% | +60.3% | +0.4% | +36.8% |
| 3Y | +245.3% | +62.9% | +182.4% | +187.0% |
| All | +155.1% | +180.1% | -25.0% | +92.7% |
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