+628.0%
NEM vs TECK
+2,171.4%
-1,543.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +23.1% | +4.6% | +18.5% | +21.9% |
| 3M | +18.5% | +2.8% | +15.6% | +17.9% |
| 6M | +7.8% | +24.9% | -17.1% | +2.3% |
| YTD | +29.1% | +44.7% | -15.6% | +18.4% |
| 1Y | +72.7% | +112.0% | -39.3% | +44.3% |
| 3Y | +248.7% | +67.6% | +181.1% | +203.7% |
| 5Y | +148.7% | +200.3% | -51.7% | +82.1% |
| 10Y | +304.8% | +358.2% | -53.4% | +131.1% |
| All | +628.0% | +2,171.4% | -1,543.4% | +188.1% |
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