+715.0%
P vs TECK
+373.9%
+341.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.3% |
| 7D | +7.8% | +7.8% | +0.1% | +5.3% |
| 30D | +12.3% | +8.3% | +4.0% | +9.3% |
| 3M | +37.1% | +16.1% | +21.0% | +30.5% |
| 6M | +66.1% | +42.9% | +23.2% | +47.5% |
| YTD | +50.9% | +50.8% | +0.2% | +31.4% |
| 1Y | +27.2% | +106.1% | -78.9% | -0.4% |
| 3Y | +158.7% | +84.0% | +74.6% | +105.7% |
| 5Y | +291.1% | +223.5% | +67.6% | +150.9% |
| 10Y | +715.0% | +378.1% | +336.9% | +326.0% |
| All | +715.0% | +373.9% | +341.1% | +326.0% |
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 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