+9.2%
O vs TECK
+131.7%
-122.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.3% |
| 7D | -0.4% | +2.1% | -2.5% | -0.6% |
| 30D | +8.3% | -8.9% | +17.2% | +8.8% |
| 3M | -4.0% | -7.1% | +3.1% | -3.7% |
| 6M | -2.6% | -7.0% | +4.4% | -2.5% |
| YTD | +9.9% | +28.3% | -18.5% | +7.0% |
| 1Y | +9.8% | +40.6% | -30.7% | +6.2% |
| 3Y | +39.7% | +78.2% | -38.4% | +30.0% |
| 5Y | +9.2% | +129.5% | -120.4% | -4.4% |
| All | +9.2% | +131.7% | -122.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling