+41.5%
NU vs TECK
+159.0%
-117.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -4.9% | -3.8% | -1.0% | -3.9% |
| 30D | +7.8% | +0.7% | +7.1% | +7.4% |
| 3M | +20.9% | +4.6% | +16.3% | +18.5% |
| 6M | +0.9% | +25.1% | -24.2% | -7.3% |
| YTD | -12.7% | +39.2% | -51.8% | -22.6% |
| 1Y | -6.4% | +60.3% | -66.7% | -20.9% |
| 3Y | +98.1% | +62.9% | +35.2% | +61.4% |
| All | +41.5% | +159.0% | -117.4% | -1.5% |
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