+52.3%
O vs TECK
+405.7%
-353.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | -2.3% | +4.9% | -7.1% | -2.9% |
| 30D | -2.4% | +5.2% | -7.6% | -3.2% |
| 3M | -0.6% | +13.8% | -14.4% | -2.7% |
| 6M | -5.0% | +38.5% | -43.5% | -9.9% |
| YTD | +10.4% | +47.3% | -37.0% | +3.3% |
| 1Y | +6.6% | +81.0% | -74.4% | -3.5% |
| 3Y | +28.4% | +79.9% | -51.5% | +13.2% |
| 5Y | +15.3% | +207.9% | -192.6% | -11.2% |
| All | +52.3% | +405.7% | -353.5% | -13.7% |
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 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