+167.1%
NXT vs TECK
+59.7%
+107.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +1.0% |
| 7D | -2.6% | -4.2% | +1.7% | -1.1% |
| 30D | -22.4% | -0.4% | -22.1% | -22.5% |
| 3M | -27.3% | +10.1% | -37.5% | -29.8% |
| 6M | -28.5% | +26.0% | -54.5% | -33.4% |
| YTD | -6.6% | +38.0% | -44.7% | -15.4% |
| 1Y | +20.4% | +63.8% | -43.4% | +4.0% |
| 3Y | +90.9% | +68.5% | +22.4% | +60.4% |
| All | +167.1% | +59.7% | +107.4% | +136.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling