+138.6%
NOK vs TECK
+377.7%
-239.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.6% |
| 7D | +11.0% | -3.8% | +14.8% | +11.9% |
| 30D | +7.8% | +0.7% | +7.1% | +7.6% |
| 3M | -21.0% | +4.6% | -25.6% | -21.8% |
| 6M | +40.9% | +25.1% | +15.8% | +34.6% |
| YTD | +72.0% | +39.2% | +32.9% | +60.0% |
| 1Y | +140.9% | +60.3% | +80.6% | +117.2% |
| 3Y | +194.3% | +62.9% | +131.4% | +157.6% |
| 5Y | +112.5% | +181.5% | -68.9% | +62.7% |
| All | +138.6% | +377.7% | -239.1% | +58.0% |
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