+100.5%
NXT vs TECK
+85.2%
+15.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | -0.6% |
| 7D | +2.9% | +7.8% | -4.9% | -0.4% |
| 30D | -17.2% | +8.3% | -25.5% | -20.2% |
| 3M | -32.0% | +16.1% | -48.1% | -36.2% |
| 6M | -15.8% | +42.9% | -58.6% | -26.5% |
| YTD | -1.9% | +50.8% | -52.7% | -16.3% |
| 1Y | +22.5% | +106.1% | -83.6% | -6.1% |
| 3Y | +100.5% | +84.0% | +16.5% | +50.7% |
| All | +100.5% | +85.2% | +15.3% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling