+15.3%
O vs TECK
+213.6%
-198.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | -2.3% | +4.9% | -7.1% | -2.5% |
| 30D | -2.4% | +5.2% | -7.6% | -2.8% |
| 3M | -0.6% | +13.8% | -14.4% | -1.5% |
| 6M | -5.0% | +38.5% | -43.5% | -7.4% |
| YTD | +10.4% | +47.3% | -37.0% | +6.8% |
| 1Y | +6.6% | +81.0% | -74.4% | +1.3% |
| 3Y | +28.4% | +79.9% | -51.5% | +20.0% |
| 5Y | +15.3% | +207.9% | -192.6% | +2.9% |
| All | +15.3% | +213.6% | -198.4% | +2.9% |
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