+177.4%
NXT vs TECK
+67.4%
+110.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -15.3% | +4.6% | -20.0% | -16.8% |
| 3M | -43.8% | +2.8% | -46.6% | -44.4% |
| 6M | -18.7% | +24.9% | -43.6% | -24.4% |
| YTD | -3.0% | +44.7% | -47.7% | -13.6% |
| 1Y | +22.7% | +112.0% | -89.3% | -1.5% |
| 3Y | +95.9% | +67.6% | +28.3% | +62.6% |
| All | +177.4% | +67.4% | +110.0% | +141.2% |
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