+140.2%
NI vs TECK
+377.7%
-237.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | 0.0% | -3.8% | +3.9% | +0.3% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | -10.6% | +4.6% | -15.2% | -11.1% |
| 6M | -9.3% | +25.1% | -34.4% | -11.4% |
| YTD | +1.1% | +39.2% | -38.0% | -2.2% |
| 1Y | +3.4% | +60.3% | -57.0% | -1.3% |
| 3Y | +67.9% | +62.9% | +5.0% | +57.9% |
| 5Y | +98.0% | +181.5% | -83.5% | +75.5% |
| All | +140.2% | +377.7% | -237.5% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling