+152.2%
QLD vs TECK
+77.0%
+75.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +1.5% |
| 7D | +12.5% | +2.1% | +10.4% | +11.2% |
| 30D | -15.7% | -8.9% | -6.8% | -11.2% |
| 3M | -11.9% | -7.1% | -4.8% | -8.7% |
| 6M | -10.3% | -7.0% | -3.3% | -7.4% |
| YTD | +15.6% | +28.3% | -12.7% | -0.7% |
| 1Y | +12.1% | +40.6% | -28.4% | -8.5% |
| All | +152.2% | +77.0% | +75.2% | +82.2% |
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