+212.0%
NXT vs TECK
+46.0%
+165.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.2% |
| 7D | -9.4% | -0.4% | -9.0% | -9.3% |
| 30D | +15.1% | -7.1% | +22.2% | +18.5% |
| 3M | -9.1% | -5.5% | -3.6% | -7.1% |
| 6M | -30.3% | -9.7% | -20.6% | -27.7% |
| YTD | +9.1% | +26.3% | -17.2% | +2.4% |
| 1Y | +7.9% | +44.4% | -36.5% | -2.5% |
| 3Y | +176.5% | +70.1% | +106.4% | +137.8% |
| All | +212.0% | +46.0% | +165.9% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling