+1,249.9%
O vs TECK
+2,171.4%
-921.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.9% | +4.6% | -6.5% | -2.6% |
| 3M | +3.8% | +2.8% | +1.0% | +2.8% |
| 6M | -4.7% | +24.9% | -29.6% | -8.8% |
| YTD | +12.5% | +44.7% | -32.3% | +5.0% |
| 1Y | +10.8% | +112.0% | -101.1% | -2.7% |
| 3Y | +28.8% | +67.6% | -38.8% | +14.1% |
| 5Y | +13.2% | +200.3% | -187.2% | -11.8% |
| 10Y | +53.5% | +358.2% | -304.8% | +1.0% |
| All | +1,249.9% | +2,171.4% | -921.5% | +499.7% |
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 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