-49.7%
NRG vs TECK
+59.3%
-109.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.3% | -17.8% | -14.8% |
| 7D | -13.7% | +2.3% | -16.0% | -14.5% |
| 30D | -13.6% | -5.0% | -8.5% | -12.4% |
| 3M | -28.5% | -0.3% | -28.2% | -28.8% |
| 6M | -45.8% | +13.9% | -59.6% | -49.3% |
| YTD | -46.9% | +35.2% | -82.2% | -53.3% |
| 1Y | -49.7% | +57.5% | -107.3% | -57.8% |
| All | -49.7% | +59.3% | -109.0% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling