+98.0%
NI vs TECK
+180.4%
-82.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.1% |
| 7D | -0.6% | -4.2% | +3.7% | -0.3% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | -10.6% | +10.1% | -20.7% | -11.4% |
| 6M | -9.9% | +26.0% | -35.9% | -12.0% |
| YTD | +1.2% | +38.0% | -36.9% | -2.1% |
| 1Y | +4.4% | +63.8% | -59.4% | -0.5% |
| 3Y | +68.6% | +68.5% | +0.1% | +57.6% |
| 5Y | +98.0% | +179.2% | -81.2% | +85.0% |
| All | +98.0% | +180.4% | -82.4% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling