+32.9%
PL vs TECK
+131.7%
-98.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -1.1% |
| 7D | +22.3% | +2.1% | +20.1% | +21.3% |
| 30D | -8.3% | -8.9% | +0.6% | -3.6% |
| 3M | -43.3% | -7.1% | -36.2% | -41.2% |
| 6M | -65.8% | -7.0% | -58.8% | -64.4% |
| YTD | -29.5% | +28.3% | -57.9% | -37.5% |
| 1Y | +11.7% | +40.6% | -28.8% | -5.1% |
| 3Y | +540.6% | +78.2% | +462.4% | +389.7% |
| 5Y | +32.9% | +129.5% | -96.7% | -31.6% |
| All | +32.9% | +131.7% | -98.8% | -31.6% |
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