+56.9%
ON vs TECK
+213.6%
-156.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.9% |
| 7D | -1.9% | +4.9% | -6.8% | -4.2% |
| 30D | -11.0% | +5.2% | -16.2% | -13.5% |
| 3M | -39.3% | +13.8% | -53.1% | -43.1% |
| 6M | +19.8% | +38.5% | -18.7% | +3.0% |
| YTD | +31.1% | +47.3% | -16.3% | +8.3% |
| 1Y | +46.0% | +81.0% | -35.0% | +9.5% |
| 3Y | -27.5% | +79.9% | -107.4% | -47.4% |
| 5Y | +56.9% | +207.9% | -151.0% | -6.6% |
| All | +56.9% | +213.6% | -156.7% | -6.6% |
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