-76.8%
PATH vs TECK
+131.0%
-207.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.1% | +3.4% | -1.9% |
| 7D | -5.6% | -6.0% | +0.4% | -4.2% |
| 30D | -0.7% | -10.7% | +10.0% | +2.0% |
| 3M | -5.9% | -9.2% | +3.3% | -4.2% |
| 6M | +21.6% | +3.9% | +17.7% | +17.5% |
| YTD | -20.6% | +25.7% | -46.3% | -29.4% |
| 1Y | -10.6% | +44.3% | -54.9% | -24.4% |
| 3Y | -24.9% | +65.7% | -90.6% | -40.8% |
| 5Y | -76.8% | +136.6% | -213.4% | -83.1% |
| All | -76.8% | +131.0% | -207.8% | -83.1% |
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 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