+43.4%
NVTS vs TECK
+65.8%
-22.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.7% |
| 7D | -1.4% | -3.8% | +2.4% | +1.4% |
| 30D | -16.5% | +0.7% | -17.3% | -17.2% |
| 3M | -47.6% | +4.6% | -52.2% | -49.3% |
| 6M | +7.3% | +25.1% | -17.8% | -7.3% |
| YTD | +62.9% | +39.2% | +23.7% | +32.0% |
| 1Y | +91.3% | +60.3% | +31.0% | +42.2% |
| 3Y | +43.4% | +62.9% | -19.5% | +4.4% |
| All | +43.4% | +65.8% | -22.4% | +4.4% |
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