-69.4%
PL vs TECK
+3.3%
-72.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.1% | -3.1% | -4.5% |
| 7D | -20.5% | -6.0% | -14.6% | -16.6% |
| 30D | -38.8% | -10.7% | -28.1% | -32.9% |
| 3M | -49.1% | -9.2% | -40.0% | -45.8% |
| 6M | -69.4% | +3.9% | -73.3% | -70.1% |
| All | -69.4% | +3.3% | -72.7% | -70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling