-6.3%
NVTS vs TECK
+165.1%
-171.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | -0.8% |
| 7D | +9.7% | +7.8% | +1.9% | +4.7% |
| 30D | -13.6% | +8.3% | -21.9% | -17.9% |
| 3M | -51.0% | +16.1% | -67.1% | -54.9% |
| 6M | +46.3% | +42.9% | +3.5% | +21.1% |
| YTD | +68.1% | +50.8% | +17.3% | +35.6% |
| 1Y | +113.9% | +106.1% | +7.8% | +47.1% |
| 3Y | +45.3% | +84.0% | -38.8% | +4.7% |
| All | -6.3% | +165.1% | -171.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling