+2,547.0%
ON vs TECK
+2,171.4%
+375.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | -3.3% | +4.6% | -7.9% | -4.9% |
| 3M | -43.6% | +2.8% | -46.4% | -44.0% |
| 6M | +19.0% | +24.9% | -5.9% | +10.6% |
| YTD | +37.4% | +44.7% | -7.4% | +20.7% |
| 1Y | +54.8% | +112.0% | -57.2% | +19.3% |
| 3Y | -25.2% | +67.6% | -92.8% | -38.5% |
| 5Y | +62.7% | +200.3% | -137.6% | +6.5% |
| 10Y | +574.3% | +358.2% | +216.1% | +250.7% |
| All | +2,547.0% | +2,171.4% | +375.6% | +836.7% |
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