+543.0%
NEM vs TECK
+1,881.2%
-1,338.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | +1.4% | -7.1% | +8.5% | +3.2% |
| 3M | -0.7% | -5.5% | +4.8% | +0.6% |
| 6M | -4.5% | -9.7% | +5.2% | -2.0% |
| YTD | +14.0% | +26.3% | -12.2% | +8.0% |
| 1Y | +27.3% | +44.4% | -17.1% | +16.7% |
| 3Y | +250.5% | +70.1% | +180.4% | +205.3% |
| 5Y | +121.1% | +125.8% | -4.7% | +73.9% |
| 10Y | +358.3% | +200.6% | +157.7% | +191.6% |
| All | +543.0% | +1,881.2% | -1,338.2% | +162.9% |
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 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