+281.3%
P vs TECK
+200.8%
+80.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +6.5% | -0.3% | +6.9% | +6.7% |
| 30D | +18.8% | +4.6% | +14.2% | +16.7% |
| 3M | +26.7% | +2.8% | +23.9% | +25.2% |
| 6M | +62.2% | +24.9% | +37.3% | +49.0% |
| YTD | +48.5% | +44.7% | +3.8% | +29.7% |
| 1Y | +26.4% | +112.0% | -85.6% | -3.8% |
| 3Y | +159.4% | +67.6% | +91.8% | +108.0% |
| All | +281.3% | +200.8% | +80.4% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling