+124.8%
NTAP vs TECK
+213.6%
-88.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.8% |
| 7D | +2.2% | +4.9% | -2.7% | +1.1% |
| 30D | -7.0% | +5.2% | -12.2% | -8.2% |
| 3M | +12.3% | +13.8% | -1.5% | +8.6% |
| 6M | +85.1% | +38.5% | +46.6% | +69.9% |
| YTD | +74.8% | +47.3% | +27.4% | +57.1% |
| 1Y | +52.7% | +81.0% | -28.3% | +30.1% |
| 3Y | +147.7% | +79.9% | +67.8% | +105.1% |
| 5Y | +124.8% | +207.9% | -83.1% | +59.8% |
| All | +124.8% | +213.6% | -88.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling