-5.3%
PATH vs TECK
+59.3%
-64.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +3.1% |
| 7D | -4.8% | +2.3% | -7.0% | -4.7% |
| 30D | +2.7% | -5.0% | +7.7% | +2.4% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | +24.7% | +13.9% | +10.9% | +26.3% |
| YTD | -17.6% | +35.2% | -52.8% | -20.1% |
| 1Y | -5.3% | +57.5% | -62.9% | -14.5% |
| All | -5.3% | +59.3% | -64.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling