+67.2%
QLD vs TECK
+134.3%
-67.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.1% |
| 7D | -10.3% | -0.2% | -10.0% | -10.0% |
| 30D | -26.1% | -7.5% | -18.5% | -23.2% |
| 3M | -17.8% | -8.4% | -9.3% | -14.5% |
| 6M | -15.6% | -2.2% | -13.3% | -15.0% |
| YTD | +5.4% | +26.8% | -21.4% | -6.4% |
| 1Y | +5.2% | +46.5% | -41.3% | -12.4% |
| 3Y | +139.4% | +69.0% | +70.4% | +81.7% |
| All | +67.2% | +134.3% | -67.1% | +7.9% |
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