-99.1%
NVD vs TECK
+64.4%
-163.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.3% | +10.8% | -0.3% |
| 7D | +9.0% | -4.2% | +13.3% | +5.7% |
| 30D | -5.5% | -0.4% | -5.1% | -5.5% |
| 3M | -24.6% | +10.1% | -34.8% | -16.9% |
| 6M | -42.1% | +26.0% | -68.1% | -25.0% |
| YTD | -44.3% | +38.0% | -82.4% | -20.6% |
| 1Y | -54.2% | +63.8% | -118.0% | -22.1% |
| All | -99.1% | +64.4% | -163.6% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling