-20.1%
NVDL vs TECK
+59.3%
-79.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.3% | -10.4% | -8.6% |
| 7D | -14.0% | +2.3% | -16.3% | -15.3% |
| 30D | -31.2% | -5.0% | -26.2% | -29.2% |
| 3M | -15.5% | -0.3% | -15.2% | -16.2% |
| 6M | -10.3% | +13.9% | -24.1% | -17.7% |
| YTD | -5.8% | +35.2% | -41.0% | -23.8% |
| 1Y | -20.1% | +57.5% | -77.6% | -43.0% |
| All | -20.1% | +59.3% | -79.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling