+2,490.2%
NVDL vs TECK
+82.9%
+2,407.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -10.3% | -3.8% | -6.5% | -8.3% |
| 30D | -7.1% | +0.7% | -7.9% | -8.1% |
| 3M | +6.6% | +4.6% | +2.0% | +2.3% |
| 6M | +21.1% | +25.1% | -4.1% | +4.4% |
| YTD | +15.2% | +39.2% | -24.0% | -8.1% |
| 1Y | +18.8% | +60.3% | -41.5% | -13.1% |
| 3Y | +649.9% | +62.9% | +587.0% | +448.4% |
| All | +2,490.2% | +82.9% | +2,407.2% | +1,731.9% |
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