+26.8%
PL vs TECK
+191.7%
-164.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +10.0% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -29.3% | -7.5% | -21.8% | -26.8% |
| 3M | -44.8% | -8.4% | -36.3% | -42.7% |
| 6M | -68.4% | -2.2% | -66.1% | -67.8% |
| YTD | -36.4% | +26.8% | -63.2% | -42.3% |
| 1Y | +0.7% | +46.5% | -45.8% | -14.0% |
| 3Y | +455.3% | +69.0% | +386.3% | +351.1% |
| 5Y | +22.7% | +138.8% | -116.1% | -7.5% |
| All | +26.8% | +191.7% | -164.9% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling