+86.6%
QLD vs TECK
+131.7%
-45.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | +1.1% |
| 7D | +12.5% | +2.1% | +10.4% | +11.4% |
| 30D | -15.7% | -8.9% | -6.8% | -11.8% |
| 3M | -11.9% | -7.1% | -4.8% | -9.1% |
| 6M | -10.3% | -7.0% | -3.3% | -7.6% |
| YTD | +15.6% | +28.3% | -12.7% | +2.1% |
| 1Y | +12.1% | +40.6% | -28.4% | -5.0% |
| 3Y | +150.7% | +78.2% | +72.5% | +86.3% |
| 5Y | +86.6% | +129.5% | -42.9% | +20.2% |
| All | +86.6% | +131.7% | -45.1% | +20.2% |
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 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