+62.2%
NOK vs TECK
+2,212.2%
-2,150.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | +9.3% | +4.9% | +4.5% | +8.2% |
| 30D | +17.9% | +5.2% | +12.7% | +16.5% |
| 3M | -22.3% | +13.8% | -36.1% | -24.4% |
| 6M | +36.4% | +38.5% | -2.1% | +27.1% |
| YTD | +66.3% | +47.3% | +19.0% | +52.0% |
| 1Y | +134.4% | +81.0% | +53.4% | +104.2% |
| 3Y | +186.6% | +79.9% | +106.7% | +143.2% |
| 5Y | +102.7% | +207.9% | -105.2% | +47.6% |
| 10Y | +129.8% | +389.5% | -259.7% | +33.2% |
| All | +62.2% | +2,212.2% | -2,150.0% | -29.3% |
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