-72.2%
OPEN vs TECK
+645.1%
-717.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.3% |
| 7D | -2.9% | +4.9% | -7.8% | -5.0% |
| 30D | -13.8% | +5.2% | -19.0% | -15.8% |
| 3M | -30.9% | +13.8% | -44.7% | -35.3% |
| 6M | -40.9% | +38.5% | -79.4% | -49.5% |
| YTD | -48.5% | +47.3% | -95.9% | -57.3% |
| 1Y | -50.9% | +81.0% | -131.9% | -62.6% |
| 3Y | -20.6% | +79.9% | -100.5% | -41.0% |
| 5Y | -84.2% | +207.9% | -292.0% | -90.2% |
| All | -72.2% | +645.1% | -717.3% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling