+1,449.6%
NET vs TECK
+289.9%
+1,159.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -7.0% | -0.3% | -6.6% | -6.9% |
| 30D | -4.8% | +4.6% | -9.4% | -5.8% |
| 3M | +3.8% | +2.8% | +1.0% | +2.8% |
| 6M | +50.0% | +24.9% | +25.1% | +41.0% |
| YTD | +41.5% | +44.7% | -3.3% | +28.1% |
| 1Y | +32.8% | +112.0% | -79.2% | +10.0% |
| 3Y | +335.9% | +67.6% | +268.3% | +273.7% |
| 5Y | +113.8% | +200.3% | -86.5% | +71.8% |
| All | +1,449.6% | +289.9% | +1,159.6% | +993.7% |
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 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