+83.0%
PL vs TECK
+232.9%
-149.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -9.3% | -0.3% | -9.0% | -9.3% |
| 30D | -18.9% | +4.6% | -23.5% | -20.8% |
| 3M | -58.4% | +2.8% | -61.2% | -58.8% |
| 6M | -30.3% | +24.9% | -55.2% | -36.5% |
| YTD | -8.1% | +44.7% | -52.9% | -21.4% |
| 1Y | +180.5% | +112.0% | +68.5% | +104.2% |
| 3Y | +444.1% | +67.6% | +376.6% | +331.4% |
| 5Y | +83.0% | +200.3% | -117.3% | +30.1% |
| All | +83.0% | +232.9% | -149.9% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling