+1,649.4%
QLD vs TECK
+355.0%
+1,294.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | +4.6% | -4.7% | -2.1% |
| 3M | -8.4% | +2.8% | -11.2% | -9.5% |
| 6M | +32.2% | +24.9% | +7.3% | +20.6% |
| YTD | +28.9% | +44.7% | -15.8% | +10.3% |
| 1Y | +43.8% | +112.0% | -68.2% | +5.5% |
| 3Y | +176.6% | +67.6% | +109.0% | +116.9% |
| 5Y | +121.6% | +200.3% | -78.8% | +33.6% |
| All | +1,649.4% | +355.0% | +1,294.4% | +682.0% |
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