+504.9%
P vs TECK
+1,186.1%
-681.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.7% | +4.3% |
| 7D | -9.6% | +3.1% | -12.7% | -10.2% |
| 30D | -33.4% | -5.0% | -28.5% | -32.3% |
| 3M | +14.2% | -2.6% | +16.8% | +15.0% |
| 6M | +31.6% | 0.0% | +31.6% | +31.6% |
| YTD | +53.5% | +35.6% | +17.8% | +40.3% |
| 1Y | +14.2% | +58.1% | -43.9% | -0.2% |
| 3Y | +190.5% | +93.3% | +97.2% | +137.8% |
| 5Y | +256.3% | +153.7% | +102.6% | +161.6% |
| 10Y | +707.9% | +226.7% | +481.1% | +382.1% |
| All | +504.9% | +1,186.1% | -681.2% | +169.3% |
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 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