+239.8%
RF vs TECK
+211.9%
+27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | +0.3% | +1.7% | -1.3% | -0.3% |
| 30D | +6.2% | -7.6% | +13.8% | +8.5% |
| 3M | -7.8% | -5.9% | -2.0% | -6.9% |
| 6M | +5.9% | -2.8% | +8.8% | +4.7% |
| YTD | +9.0% | +31.8% | -22.8% | -3.7% |
| 1Y | +19.3% | +49.1% | -29.9% | +0.9% |
| 3Y | +116.4% | +83.0% | +33.4% | +62.9% |
| 5Y | +46.0% | +150.6% | -104.6% | -8.6% |
| 10Y | +239.8% | +219.0% | +20.8% | +53.8% |
| All | +239.8% | +211.9% | +27.8% | +53.8% |
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