+558.6%
QQQ vs TECK
+377.7%
+180.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -3.8% | +3.3% | +0.1% |
| 30D | -1.2% | +0.7% | -2.0% | -1.5% |
| 3M | -0.2% | +4.6% | -4.8% | -1.4% |
| 6M | +17.9% | +25.1% | -7.2% | +12.1% |
| YTD | +16.6% | +39.2% | -22.5% | +8.2% |
| 1Y | +23.0% | +60.3% | -37.3% | +10.7% |
| 3Y | +92.9% | +62.9% | +30.1% | +69.2% |
| 5Y | +95.6% | +181.5% | -85.9% | +50.6% |
| All | +558.6% | +377.7% | +180.9% | +331.1% |
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