+1,218.8%
O vs TECK
+1,914.1%
-695.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | 0.0% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | +8.3% | -8.9% | +17.2% | +9.5% |
| 3M | -4.0% | -7.1% | +3.1% | -3.3% |
| 6M | -2.6% | -7.0% | +4.4% | -2.6% |
| YTD | +9.9% | +28.3% | -18.5% | +4.0% |
| 1Y | +9.8% | +40.6% | -30.7% | +2.4% |
| 3Y | +39.7% | +78.2% | -38.4% | +22.4% |
| 5Y | +9.2% | +129.5% | -120.4% | -11.3% |
| 10Y | +81.5% | +205.6% | -124.1% | +27.1% |
| All | +1,218.8% | +1,914.1% | -695.3% | +494.4% |
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 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