+649.9%
NVDL vs TECK
+65.8%
+584.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -10.3% | -3.8% | -6.5% | -7.9% |
| 30D | -7.1% | +0.7% | -7.9% | -8.3% |
| 3M | +6.6% | +4.6% | +2.0% | +1.1% |
| 6M | +21.1% | +25.1% | -4.1% | -0.1% |
| YTD | +15.2% | +39.2% | -24.0% | -14.6% |
| 1Y | +18.8% | +60.3% | -41.5% | -21.8% |
| 3Y | +649.9% | +62.9% | +587.0% | +396.6% |
| All | +649.9% | +65.8% | +584.1% | +396.6% |
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