+336.7%
RF vs TECK
+373.9%
-37.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -2.4% |
| 7D | +2.7% | +7.8% | -5.1% | +0.3% |
| 30D | -3.4% | +8.3% | -11.6% | -5.9% |
| 3M | +6.4% | +16.1% | -9.7% | +0.5% |
| 6M | +13.4% | +42.9% | -29.4% | -0.8% |
| YTD | +14.2% | +50.8% | -36.5% | -2.4% |
| 1Y | +15.7% | +106.1% | -90.4% | -11.6% |
| 3Y | +91.3% | +84.0% | +7.3% | +45.4% |
| 5Y | +89.8% | +223.5% | -133.7% | +10.3% |
| 10Y | +336.7% | +378.1% | -41.4% | +90.9% |
| All | +336.7% | +373.9% | -37.2% | +90.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling