-74.1%
OPEN vs TECK
+598.0%
-672.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.3% | -0.4% | -3.9% |
| 7D | -10.5% | -4.2% | -6.3% | -8.9% |
| 30D | -21.8% | -0.4% | -21.4% | -21.7% |
| 3M | -37.5% | +10.1% | -47.6% | -40.5% |
| 6M | -44.1% | +26.0% | -70.1% | -50.2% |
| YTD | -52.0% | +38.0% | -90.0% | -59.0% |
| 1Y | -52.2% | +63.8% | -116.0% | -61.9% |
| 3Y | -25.9% | +68.5% | -94.4% | -43.3% |
| 5Y | -85.1% | +179.2% | -264.3% | -90.4% |
| All | -74.1% | +598.0% | -672.1% | -86.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling