-55.6%
NVTS vs TECK
+130.0%
-185.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -5.3% |
| 7D | +3.9% | -0.4% | +4.4% | +4.7% |
| 30D | -4.3% | -7.1% | +2.8% | +1.4% |
| 3M | -34.5% | -5.5% | -29.0% | -31.3% |
| 6M | -57.7% | -9.7% | -48.0% | -54.0% |
| YTD | +25.4% | +26.3% | -0.9% | +14.1% |
| 1Y | +13.1% | +44.4% | -31.2% | -4.7% |
| 3Y | +48.9% | +70.1% | -21.1% | +16.2% |
| All | -55.6% | +130.0% | -185.6% | -76.7% |
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