+568.7%
NTAP vs TECK
+373.8%
+194.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.9% |
| 7D | -1.0% | -4.2% | +3.3% | 0.0% |
| 30D | -7.5% | -0.4% | -7.1% | -7.6% |
| 3M | +14.6% | +10.1% | +4.5% | +11.3% |
| 6M | +91.0% | +26.0% | +65.0% | +78.0% |
| YTD | +73.7% | +38.0% | +35.6% | +57.2% |
| 1Y | +51.2% | +63.8% | -12.6% | +30.5% |
| 3Y | +146.1% | +68.5% | +77.6% | +104.6% |
| 5Y | +122.8% | +179.2% | -56.3% | +54.9% |
| All | +568.7% | +373.8% | +194.9% | +293.4% |
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