-57.7%
NVTS vs TECK
-9.1%
-48.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.7% | -4.5% |
| 7D | +3.9% | -0.4% | +4.4% | +5.0% |
| 30D | -4.3% | -7.1% | +2.8% | +4.9% |
| 3M | -34.5% | -5.5% | -29.0% | -30.1% |
| 6M | -57.7% | -9.7% | -48.0% | -52.8% |
| All | -57.7% | -9.1% | -48.7% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling