+5.7%
O vs TECK
+65.6%
-60.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.8% |
| 7D | -3.5% | -4.2% | +0.7% | -3.5% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | -2.8% | +10.1% | -13.0% | -2.8% |
| 6M | -5.8% | +26.0% | -31.8% | -6.8% |
| YTD | +9.4% | +38.0% | -28.6% | +6.7% |
| 1Y | +5.7% | +63.8% | -58.1% | +1.2% |
| All | +5.7% | +65.6% | -60.0% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling