+322.4%
NET vs TECK
+77.4%
+245.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -6.9% | -3.7% |
| 7D | -16.4% | +2.3% | -18.6% | -16.9% |
| 30D | -25.8% | -5.0% | -20.8% | -24.8% |
| 3M | -11.5% | -0.3% | -11.2% | -11.9% |
| 6M | +18.9% | +13.9% | +5.1% | +12.6% |
| YTD | +35.2% | +35.2% | 0.0% | +18.3% |
| 1Y | +14.5% | +57.5% | -43.1% | -5.8% |
| All | +322.4% | +77.4% | +245.0% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling