-70.8%
OPEN vs TECK
+631.9%
-702.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -4.3% | -0.3% | -3.9% | -4.1% |
| 30D | -16.2% | +4.6% | -20.8% | -17.9% |
| 3M | -36.4% | +2.8% | -39.2% | -37.5% |
| 6M | -35.5% | +24.9% | -60.3% | -42.3% |
| YTD | -46.0% | +44.7% | -90.7% | -54.8% |
| 1Y | -47.1% | +112.0% | -159.1% | -62.2% |
| 3Y | -19.0% | +67.6% | -86.6% | -38.0% |
| 5Y | -83.6% | +200.3% | -283.9% | -89.7% |
| All | -70.8% | +631.9% | -702.8% | -85.0% |
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