+526.5%
P vs TECK
+1,166.2%
-639.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.1% |
| 7D | -4.7% | -1.2% | -3.5% | -4.1% |
| 30D | -31.4% | -5.7% | -25.7% | -30.1% |
| 3M | -2.6% | -3.6% | +1.0% | -1.6% |
| 6M | +21.9% | -2.2% | +24.2% | +22.7% |
| YTD | +58.9% | +33.6% | +25.4% | +45.9% |
| 1Y | +21.7% | +49.0% | -27.2% | +8.2% |
| 3Y | +193.3% | +85.4% | +107.9% | +142.7% |
| 5Y | +275.1% | +138.5% | +136.6% | +179.9% |
| 10Y | +655.3% | +218.0% | +437.3% | +353.6% |
| All | +526.5% | +1,166.2% | -639.8% | +180.1% |
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