+516.5%
PL vs TECK
+74.1%
+442.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.4% |
| 7D | +10.0% | -0.4% | +10.5% | +10.7% |
| 30D | -2.3% | -7.1% | +4.8% | +2.8% |
| 3M | -44.2% | -5.5% | -38.7% | -42.3% |
| 6M | -66.1% | -9.7% | -56.4% | -63.7% |
| YTD | -30.0% | +26.3% | -56.2% | -40.5% |
| 1Y | +21.0% | +44.4% | -23.3% | -6.4% |
| 3Y | +516.5% | +70.1% | +446.4% | +331.9% |
| All | +516.5% | +74.1% | +442.4% | +331.9% |
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