-19.9%
NOW vs TECK
+74.1%
-94.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | -27.0% | -7.1% | -19.8% | -26.4% |
| 3M | -19.6% | -5.5% | -14.2% | -19.4% |
| 6M | +17.5% | -9.7% | +27.2% | +18.4% |
| YTD | -33.3% | +26.3% | -59.5% | -38.5% |
| 1Y | -39.8% | +44.4% | -84.2% | -46.6% |
| 3Y | -19.9% | +70.1% | -90.0% | -32.6% |
| All | -19.9% | +74.1% | -94.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling