+261.5%
RF vs TECK
+221.5%
+40.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.8% | 0.0% |
| 7D | -0.1% | +3.1% | -3.2% | -1.2% |
| 30D | +7.0% | -5.0% | +12.0% | +8.4% |
| 3M | -7.0% | -2.6% | -4.4% | -7.0% |
| 6M | +6.8% | 0.0% | +6.8% | +4.6% |
| YTD | +9.9% | +35.6% | -25.7% | -3.8% |
| 1Y | +21.1% | +58.1% | -37.0% | +0.6% |
| 3Y | +119.6% | +93.3% | +26.3% | +62.4% |
| 5Y | +46.2% | +153.7% | -107.5% | -8.7% |
| 10Y | +261.5% | +226.7% | +34.8% | +63.3% |
| All | +261.5% | +221.5% | +40.0% | +63.3% |
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