+121.0%
QLD vs TECK
+200.8%
-79.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -8.4% | +2.8% | -11.2% | -9.7% |
| 6M | +32.2% | +24.9% | +7.3% | +19.4% |
| YTD | +28.9% | +44.7% | -15.8% | +8.4% |
| 1Y | +43.8% | +112.0% | -68.2% | +2.1% |
| 3Y | +176.6% | +67.6% | +109.0% | +109.7% |
| All | +121.0% | +200.8% | -79.8% | +41.5% |
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