-21.8%
PATH vs TECK
+64.8%
-86.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.4% | -2.0% |
| 7D | -5.6% | -6.0% | +0.4% | -4.3% |
| 30D | -0.7% | -10.7% | +10.0% | +1.8% |
| 3M | -5.9% | -9.2% | +3.3% | -4.3% |
| 6M | +21.6% | +3.9% | +17.7% | +17.4% |
| YTD | -20.6% | +25.7% | -46.3% | -30.5% |
| 1Y | -10.6% | +44.3% | -54.9% | -26.3% |
| All | -21.8% | +64.8% | -86.6% | -45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling