+506.3%
NOW vs TECK
+211.9%
+294.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.6% |
| 7D | -8.7% | +1.7% | -10.4% | -9.0% |
| 30D | -29.3% | -7.6% | -21.6% | -28.4% |
| 3M | -21.8% | -5.9% | -16.0% | -21.4% |
| 6M | +9.2% | -2.8% | +12.1% | +8.4% |
| YTD | -35.0% | +31.8% | -66.8% | -40.3% |
| 1Y | -42.5% | +49.1% | -91.6% | -48.6% |
| 3Y | -21.5% | +83.0% | -104.5% | -34.4% |
| 5Y | -25.8% | +150.6% | -176.4% | -43.6% |
| 10Y | +506.3% | +219.0% | +287.4% | +277.8% |
| All | +506.3% | +211.9% | +294.4% | +277.8% |
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