+1,065.2%
NRG vs TECK
+377.7%
+687.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -4.7% | -3.8% | -0.8% | -3.8% |
| 30D | -6.0% | +0.7% | -6.7% | -6.2% |
| 3M | -8.0% | +4.6% | -12.6% | -9.5% |
| 6M | -23.2% | +25.1% | -48.3% | -27.9% |
| YTD | -28.1% | +39.2% | -67.2% | -34.3% |
| 1Y | -27.3% | +60.3% | -87.6% | -35.9% |
| 3Y | +208.7% | +62.9% | +145.8% | +166.2% |
| 5Y | +197.7% | +181.5% | +16.2% | +118.7% |
| All | +1,065.2% | +377.7% | +687.5% | +517.3% |
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 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